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            <regLei>549300SRAF55EHI5J317</regLei>
            <regStreet1>100 FEDERAL STREET</regStreet1>
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            <regStateConditional regCountry="US" regState="US-MA"/>
            <regZipOrPostalCode>02110</regZipOrPostalCode>
            <regPhone>1-800-225-1581</regPhone>
            <seriesName>Putnam PanAgora Market Neutral Fund</seriesName>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>LIVE OAK ACQUISITION CORP</name>
                <lei>N/A</lei>
                <title>COMMON STOCK</title>
                <cusip>53804F103</cusip>
                <identifiers>
                    <isin value="US53804F1030"/>
                </identifiers>
                <balance>3040</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>29883.2</valUSD>
                <pctVal>0.347956833111</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>OSPREY TECHNOLOGY ACQUISITION CORP</name>
                <lei>N/A</lei>
                <title>COMMON STOCK</title>
                <cusip>68839R104</cusip>
                <identifiers>
                    <isin value="US68839R1041"/>
                </identifiers>
                <balance>870</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>8717.4</valUSD>
                <pctVal>0.10150448737</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>PROPTECH ACQUISITION CORP</name>
                <lei>N/A</lei>
                <title>COMMON STOCK</title>
                <cusip>74349F101</cusip>
                <identifiers>
                    <isin value="US74349F1012"/>
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                <balance>948</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>9897.12</valUSD>
                <pctVal>0.115241022786</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>ROTH CH ACQUISITION I CO</name>
                <lei>N/A</lei>
                <title>COMMON STOCK</title>
                <cusip>778675108</cusip>
                <identifiers>
                    <isin value="US7786751088"/>
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                <balance>2784</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>27561.6</valUSD>
                <pctVal>0.320924367252</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>SCVX CORP</name>
                <lei>N/A</lei>
                <title>COMMON STOCK</title>
                <cusip>G79448208</cusip>
                <identifiers>
                    <isin value="KYG794482086"/>
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                <balance>1059</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>10473.51</valUSD>
                <pctVal>0.121952447233</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>CURIOSITYSTREAM INC</name>
                <lei>549300MSP5P41EYSIZ09</lei>
                <title>COMMON STOCK</title>
                <cusip>23130Q107</cusip>
                <identifiers>
                    <isin value="US23130Q1076"/>
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                <balance>432</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>4307.04</valUSD>
                <pctVal>0.050150720086</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>UNION ACQUISITION CORP II</name>
                <lei>N/A</lei>
                <title>COMMON STOCK</title>
                <cusip>G9402Q100</cusip>
                <identifiers>
                    <isin value="KYG9402Q1001"/>
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                <balance>3543</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>35040.27</valUSD>
                <pctVal>0.408005212981</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>EAST STONE ACQUISITION CORP</name>
                <lei>N/A</lei>
                <title>COMMON STOCK</title>
                <cusip>G2911D108</cusip>
                <identifiers>
                    <isin value="VGG2911D1087"/>
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                <balance>2115</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>20938.5</valUSD>
                <pctVal>0.243805688484</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>FINSERV ACQUISITION CORP</name>
                <lei>N/A</lei>
                <title>COMMON STOCK</title>
                <cusip>318085107</cusip>
                <identifiers>
                    <isin value="US3180851079"/>
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                <balance>830</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>8300</valUSD>
                <pctVal>0.096644325736</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>GORES HOLDINGS IV INC</name>
                <lei>N/A</lei>
                <title>COMMON STOCK</title>
                <cusip>382865103</cusip>
                <identifiers>
                    <isin value="US3828651030"/>
                </identifiers>
                <balance>1304</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>13848.48</valUSD>
                <pctVal>0.161250242417</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>CHARDAN HEALTHCARE ACQUISITION 2 CORP</name>
                <lei>N/A</lei>
                <title>COMMON STOCK</title>
                <cusip>15957T107</cusip>
                <identifiers>
                    <isin value="US15957T1079"/>
                </identifiers>
                <balance>2652</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>25989.6</valUSD>
                <pctVal>0.302620164836</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>CHP MERGER CORP</name>
                <lei>N/A</lei>
                <title>COMMON STOCK</title>
                <cusip>12558Y106</cusip>
                <identifiers>
                    <isin value="US12558Y1064"/>
                </identifiers>
                <balance>1373</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>14073.25</valUSD>
                <pctVal>0.163867440621</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>CIIG MERGER CORP</name>
                <lei>N/A</lei>
                <title>COMMON STOCK</title>
                <cusip>12559C103</cusip>
                <identifiers>
                    <isin value="US12559C1036"/>
                </identifiers>
                <balance>4528</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>45868.64</valUSD>
                <pctVal>0.534089612676</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>PIVOTAL INVESTMENT CORP II</name>
                <lei>549300W71XJ8DIF9RQ35</lei>
                <title>COMMON STOCK</title>
                <cusip>72582K100</cusip>
                <identifiers>
                    <isin value="US72582K1007"/>
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                <balance>2046</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>20644.14</valUSD>
                <pctVal>0.240378191649</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>COLLECTIVE GROWTH CORP</name>
                <lei>N/A</lei>
                <title>COMMON STOCK</title>
                <cusip>19424L101</cusip>
                <identifiers>
                    <isin value="US19424L1017"/>
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                <balance>2802</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>27599.7</valUSD>
                <pctVal>0.321367999639</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>DFP HEALTHCARE ACQUISITIONS CORP</name>
                <lei>N/A</lei>
                <title>COMMON STOCK</title>
                <cusip>23343Q100</cusip>
                <identifiers>
                    <isin value="US23343Q1004"/>
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                <balance>2864</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>29126.88</valUSD>
                <pctVal>0.339150322696</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>INTERPRIVATE ACQUISITION CORP</name>
                <lei>N/A</lei>
                <title>COMMON STOCK</title>
                <cusip>46064A103</cusip>
                <identifiers>
                    <isin value="US46064A1034"/>
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                <balance>2918</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>28859.02</valUSD>
                <pctVal>0.336031389071</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>JUNIPER INDUSTRIAL HOLDINGS INC</name>
                <lei>N/A</lei>
                <title>COMMON STOCK</title>
                <cusip>48205G106</cusip>
                <identifiers>
                    <isin value="US48205G1067"/>
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                <balance>840</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>8349.6</valUSD>
                <pctVal>0.097221862911</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>LGL SYSTEMS ACQUISITION CORP</name>
                <lei>N/A</lei>
                <title>COMMON STOCK</title>
                <cusip>50201G106</cusip>
                <identifiers>
                    <isin value="US50201G1067"/>
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                <balance>1284</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>12737.28</valUSD>
                <pctVal>0.148311546663</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>LIFESCI ACQUISITION CORP</name>
                <lei>N/A</lei>
                <title>COMMON STOCK</title>
                <cusip>53228P109</cusip>
                <identifiers>
                    <isin value="US53228P1093"/>
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                <balance>1433</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>14401.65</valUSD>
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                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>GIGCAPITAL3 INC</name>
                <lei>N/A</lei>
                <title>COMMON STOCK</title>
                <cusip>37519D107</cusip>
                <identifiers>
                    <isin value="US37519D1072"/>
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                <balance>3264</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>32215.68</valUSD>
                <pctVal>0.375115984544</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>TUSCAN HOLDINGS CORP II</name>
                <lei>549300PT0K8ZAABWJU18</lei>
                <title>COMMON STOCK</title>
                <cusip>90070A103</cusip>
                <identifiers>
                    <isin value="US90070A1034"/>
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                <balance>440</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>4386.8</valUSD>
                <pctVal>0.051079437125</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY EMERGING MARKETS DOMESTIC DEBT FUND INC</name>
                <lei>541YGIXZ6JJP4EZDJI96</lei>
                <title>MUTUAL FUND</title>
                <cusip>617477104</cusip>
                <identifiers>
                    <isin value="US6174771047"/>
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                <balance>640</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>3712</valUSD>
                <pctVal>0.043222137004</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>RF</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>STATE STREET INSTITUTIONAL US GOVERNMENT MONEY MARKET FUND</name>
                <lei>549300BZ5TGIFZUZDZ37</lei>
                <title>MUTUAL FUND</title>
                <cusip>857492649</cusip>
                <identifiers>
                    <isin value="US8574926494"/>
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                <balance>3278553.55</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>3278553.55</valUSD>
                <pctVal>38.175132196105</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>RF</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>ALUSSA ENERGY ACQUISITION CORP</name>
                <lei>N/A</lei>
                <title>ORDINARY SHARES</title>
                <cusip>G0232J101</cusip>
                <identifiers>
                    <isin value="KYG0232J1013"/>
                </identifiers>
                <balance>856</balance>
                <units>NS</units>
                <curCd>USD</curCd>
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                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
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                <invCountry>KY</invCountry>
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                <fairValLevel>1</fairValLevel>
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                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>BRILLIANT ACQUISITION CORP</name>
                <lei>N/A</lei>
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                <cusip>G1643W111</cusip>
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                    <isin value="VGG1643W1115"/>
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                <balance>2626</balance>
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                <curCd>USD</curCd>
                <valUSD>25839.84</valUSD>
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                <assetCat>EC</assetCat>
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                <invCountry>CN</invCountry>
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                <fairValLevel>1</fairValLevel>
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                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>CITIC CAPITAL ACQUISITION CORP</name>
                <lei>N/A</lei>
                <title>ORDINARY SHARES</title>
                <cusip>G21513109</cusip>
                <identifiers>
                    <isin value="KYG215131098"/>
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                <balance>226</balance>
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                <curCd>USD</curCd>
                <valUSD>2210.28</valUSD>
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                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>CN</invCountry>
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                <fairValLevel>1</fairValLevel>
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                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>LIV CAPITAL ACQUISITION CORP</name>
                <lei>N/A</lei>
                <title>ORDINARY SHARES</title>
                <cusip>G5510C108</cusip>
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                    <isin value="KYG5510C1087"/>
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                <balance>2822</balance>
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                <curCd>USD</curCd>
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                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>MX</invCountry>
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                <fairValLevel>1</fairValLevel>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>YUNHONG INTERNATIONAL</name>
                <lei>N/A</lei>
                <title>RIGHTS</title>
                <cusip>G98882130</cusip>
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                    <isin value="KYG988821305"/>
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                <balance>904</balance>
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                <curCd>USD</curCd>
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                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>CN</invCountry>
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                <fairValLevel>1</fairValLevel>
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                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>BRILLIANT ACQUISITION CORP</name>
                <lei>N/A</lei>
                <title>RIGHTS</title>
                <cusip>G1643W137</cusip>
                <identifiers>
                    <isin value="VGG1643W1370"/>
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                <balance>2626</balance>
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                <curCd>USD</curCd>
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                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>CN</invCountry>
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                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>EAST STONE ACQUISITION CORP</name>
                <lei>N/A</lei>
                <title>RIGHTS</title>
                <cusip>G2911D132</cusip>
                <identifiers>
                    <isin value="VGG2911D1327"/>
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                <balance>4230</balance>
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                <curCd>USD</curCd>
                <valUSD>887.88</valUSD>
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                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>DFP HEALTHCARE ACQUISITIONS CORP</name>
                <lei>N/A</lei>
                <title>STOCK UNIT</title>
                <cusip>23343Q209</cusip>
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                    <isin value="US23343Q2093"/>
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                <curCd>USD</curCd>
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                <assetCat>EC</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>CF FINANCE ACQUISITION CORP II</name>
                <lei>N/A</lei>
                <title>STOCK UNIT</title>
                <cusip>15725Q203</cusip>
                <identifiers>
                    <isin value="US15725Q2030"/>
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                <balance>2587</balance>
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                <curCd>USD</curCd>
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                <assetCat>EC</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>ROTH CH ACQUISITION I CO</name>
                <lei>N/A</lei>
                <title>STOCK UNIT</title>
                <cusip>778675207</cusip>
                <identifiers>
                    <isin value="US7786752078"/>
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                <curCd>USD</curCd>
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                <assetCat>EC</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
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                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>LIVE OAK ACQUISITION CORP</name>
                <lei>N/A</lei>
                <title>STOCK UNIT</title>
                <cusip>53804F202</cusip>
                <identifiers>
                    <isin value="US53804F2020"/>
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                <units>OU</units>
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                <assetCat>EC</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>GIGCAPITAL3 INC</name>
                <lei>N/A</lei>
                <title>STOCK UNIT</title>
                <cusip>37519D206</cusip>
                <identifiers>
                    <isin value="US37519D2062"/>
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                <balance>3</balance>
                <units>OU</units>
                <curCd>USD</curCd>
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                <pctVal>0.000356303177</pctVal>
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                <assetCat>EC</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>JAWS ACQUISITION CORP</name>
                <lei>N/A</lei>
                <title>STOCK UNIT</title>
                <cusip>G50744120</cusip>
                <identifiers>
                    <isin value="KYG507441205"/>
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                <balance>2620</balance>
                <units>OU</units>
                <curCd>USD</curCd>
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                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>NOVUS CAPITAL CORP</name>
                <lei>N/A</lei>
                <title>STOCK UNIT</title>
                <cusip>67012U207</cusip>
                <identifiers>
                    <isin value="US67012U2078"/>
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                <balance>2639</balance>
                <units>OU</units>
                <curCd>USD</curCd>
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                <assetCat>EC</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>LONGVIEW ACQUISITION CORP</name>
                <lei>N/A</lei>
                <title>STOCK UNIT</title>
                <cusip>543195200</cusip>
                <identifiers>
                    <isin value="US5431952002"/>
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                <balance>2611</balance>
                <units>OU</units>
                <curCd>USD</curCd>
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                <fairValLevel>1</fairValLevel>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>B. RILEY PRINCIPAL MERGER CORP II</name>
                <lei>N/A</lei>
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                <cusip>05600U205</cusip>
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                    <isin value="US05600U2050"/>
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                <assetCat>EC</assetCat>
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                <fairValLevel>1</fairValLevel>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>FOLEY TRASIMENE ACQUISITION CORP</name>
                <lei>N/A</lei>
                <title>STOCK UNIT</title>
                <cusip>34431F203</cusip>
                <identifiers>
                    <isin value="US34431F2039"/>
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                <assetCat>EC</assetCat>
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                <fairValLevel>1</fairValLevel>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>MOUNTAIN CREST ACQUISITION CORP</name>
                <lei>N/A</lei>
                <title>STOCK UNIT</title>
                <cusip>62401M205</cusip>
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                    <isin value="US62401M2052"/>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>HUDSON EXECUTIVE INVESTMENT CORP</name>
                <lei>N/A</lei>
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                <cusip>443761200</cusip>
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                    <isin value="US4437612009"/>
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            <invstOrSec>
                <name>KENSINGTON CAPITAL ACQUISITION CORP</name>
                <lei>N/A</lei>
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                <cusip>490073202</cusip>
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                    <isin value="US4900732029"/>
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            <invstOrSec>
                <name>FUSION ACQUISITION CORP</name>
                <lei>N/A</lei>
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                <cusip>36118H204</cusip>
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                    <isin value="US36118H2040"/>
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            <invstOrSec>
                <name>CAPSTAR SPECIAL PURPOSE ACQUISITION CORP</name>
                <lei>N/A</lei>
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                <cusip>14070Y200</cusip>
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                    <isin value="US14070Y2000"/>
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            <invstOrSec>
                <name>PTK ACQUISITION CORP</name>
                <lei>N/A</lei>
                <title>STOCK UNIT</title>
                <cusip>69375F207</cusip>
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                    <isin value="US69375F2074"/>
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                <fairValLevel>1</fairValLevel>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>D8 HOLDINGS CORP</name>
                <lei>N/A</lei>
                <title>STOCK UNIT</title>
                <cusip>G2614K102</cusip>
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                    <isin value="KYG2614K1022"/>
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                <curCd>USD</curCd>
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                <assetCat>EC</assetCat>
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                <invCountry>HK</invCountry>
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                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MALACCA STRAITS ACQUISITION CO LTD</name>
                <lei>N/A</lei>
                <title>STOCK UNIT</title>
                <cusip>G5859B125</cusip>
                <identifiers>
                    <isin value="KYG5859B1251"/>
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                <balance>2539</balance>
                <units>OU</units>
                <curCd>USD</curCd>
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                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>HK</invCountry>
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                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>HPX CORP</name>
                <lei>N/A</lei>
                <title>STOCK UNIT</title>
                <cusip>G32219118</cusip>
                <identifiers>
                    <isin value="KYG322191183"/>
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            <invstOrSec>
                <name>DEERFIELD HEALTHCARE TECHNOLOGY ACQUISITIONS CORP</name>
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            <invstOrSec>
                <name>PROPERTY SOLUTIONS ACQUISITION CORP</name>
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            <invstOrSec>
                <name>EAST RESOURCES ACQUISITION CO</name>
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            <invstOrSec>
                <name>ASCENDANT DIGITAL ACQUISITION CORP</name>
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                <name>GREENCITY ACQUISITION CORP</name>
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                <name>ACE CONVERGENCE ACQUISITION CORP</name>
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                <name>CHURCHILL CAPITAL CORP IV</name>
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                <name>CC NEUBERGER PRINCIPAL HOLDINGS II</name>
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                <name>E.MERGE TECHNOLOGY ACQUISITION CORP</name>
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                <name>YUCAIPA ACQUISITION CORP</name>
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                <name>HOLICITY INC</name>
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            <invstOrSec>
                <name>GO ACQUISITION CORP</name>
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                <name>BOWX ACQUISITION CORP</name>
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                <name>GORES HOLDINGS V INC</name>
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                <name>KISMET ACQUISITION ONE CORP</name>
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                <name>VISTAS MEDIA ACQUISITION CO INC</name>
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                <name>REDBALL ACQUISITION CORP</name>
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                <name>DMY TECHNOLOGY GROUP INC II</name>
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                <name>LIONHEART ACQUISITION CORP II</name>
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                <name>STAR PEAK ENERGY TRANSITION CORP</name>
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                <name>NORTHERN GENESIS ACQUISITION CORP</name>
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                <name>ONE</name>
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                <title>STOCK UNIT</title>
                <cusip>G7000X113</cusip>
                <identifiers>
                    <isin value="KYG7000X1135"/>
                </identifiers>
                <balance>2576</balance>
                <units>OU</units>
                <curCd>USD</curCd>
                <valUSD>26017.6</valUSD>
                <pctVal>0.302946193886</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>FORUM MERGER III CORP</name>
                <lei>N/A</lei>
                <title>STOCK UNIT</title>
                <cusip>349885202</cusip>
                <identifiers>
                    <isin value="US3498852025"/>
                </identifiers>
                <balance>2583</balance>
                <units>OU</units>
                <curCd>USD</curCd>
                <valUSD>25778.34</valUSD>
                <pctVal>0.300160275648</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>FOLEY TRASIMENE ACQUISITION CORP II</name>
                <lei>N/A</lei>
                <title>STOCK UNIT</title>
                <cusip>344328208</cusip>
                <identifiers>
                    <isin value="US3443282088"/>
                </identifiers>
                <balance>2582</balance>
                <units>OU</units>
                <curCd>USD</curCd>
                <valUSD>25871.64</valUSD>
                <pctVal>0.301246651021</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>HORIZON ACQUISITION CORP</name>
                <lei>N/A</lei>
                <title>STOCK UNIT</title>
                <cusip>G46049121</cusip>
                <identifiers>
                    <isin value="KYG460491213"/>
                </identifiers>
                <balance>2572</balance>
                <units>OU</units>
                <curCd>USD</curCd>
                <valUSD>25951.48</valUSD>
                <pctVal>0.302176299571</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>FTAC OLYMPUS ACQUISITION CORP</name>
                <lei>N/A</lei>
                <title>STOCK UNIT</title>
                <cusip>G37288118</cusip>
                <identifiers>
                    <isin value="KYG372881188"/>
                </identifiers>
                <balance>2587</balance>
                <units>OU</units>
                <curCd>USD</curCd>
                <valUSD>25766.52</valUSD>
                <pctVal>0.300022644813</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>COLLECTIVE GROWTH CORP</name>
                <lei>N/A</lei>
                <title>STOCK UNIT</title>
                <cusip>19424L200</cusip>
                <identifiers>
                    <isin value="US19424L2007"/>
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                <balance>1</balance>
                <units>OU</units>
                <curCd>USD</curCd>
                <valUSD>10.14</valUSD>
                <pctVal>0.000118069092</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>EC</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2023001"/>
                </identifiers>
                <balance>421</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>13543.57</valUSD>
                <pctVal>0.157699902494</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CNA FINANCIAL CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="CNA.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-1.5">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CNA FINANCIAL CORP" floatingRtSpread="0" pmntAmt="-155.77">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>234.26</unrealizedAppr>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2102504"/>
                </identifiers>
                <balance>103</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>10124.9</valUSD>
                <pctVal>0.117893269113</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>C.H. ROBINSON WORLDWIDE INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="CHRW.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-1.02">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CH ROBINSON WORLDWIDE INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2020-01-29</terminationDt>
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                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>10120.78</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-5.14</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2105354"/>
                </identifiers>
                <balance>643</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>19836.55</valUSD>
                <pctVal>0.230974698755</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>MAIL.RU GROUP-GDR REGS</issuerName>
<issueTitle>GLOBAL DEPOSITORY RECEIPT</issueTitle>
<identifiers>
    <ticker value="MAILRq.L"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MAIL.RU GROUP LTD" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>26.23</unrealizedAppr>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2106102"/>
                </identifiers>
                <balance>191</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>39256.23</valUSD>
                <pctVal>0.457095407141</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>WILLIS TOWERS WATSON PLC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="WLTW.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="WILLIS TOWERS WATSON PLC" floatingRtSpread="0" pmntAmt="0">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-11.71">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2020-01-29</terminationDt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-17.44</unrealizedAppr>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2107400"/>
                </identifiers>
                <balance>99</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>15190.56</valUSD>
                <pctVal>0.176877280572</pctVal>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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<issuerName>MCKESSON CORP</issuerName>
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    <ticker value="MCK.N"/>
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                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
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                <identifiers>
                    <other otherDesc="Internal ID" value="2139356"/>
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                <balance>4200</balance>
                <units>NC</units>
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                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <identifiers>
                    <other otherDesc="Internal ID" value="2139359"/>
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                <balance>34000</balance>
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<issuerName>CHINA TRADITIONAL CHINESE ME</issuerName>
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                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CHINA TRADITIONAL CHINESE MEDICINE HOLDINGS CO LTD" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2020-01-29</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>14565.6</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>40.45</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2140319"/>
                </identifiers>
                <balance>2000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7883.67</valUSD>
                <pctVal>0.091796623069</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>HENDERSON LAND DEVELOPMENT</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="0012.HK"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.4" pmntAmt="-1.87">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="HENDERSON LAND DEVELOPMENT CO LTD" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2020-01-29</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>7871</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-14.54</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2141174"/>
                </identifiers>
                <balance>4000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>11778.54</valUSD>
                <pctVal>0.13714807909</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>POWERTECH TECHNOLOGY INC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="6239.TW"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="POWERTECH TECHNOLOGY INC" floatingRtSpread="0" pmntAmt="552.85">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".35" pmntAmt="-5.3">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2020-01-30</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>12088.8</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>237.29</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2141438"/>
                </identifiers>
                <balance>98</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>21687.4</valUSD>
                <pctVal>0.2525258012</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SYNOPSYS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="SNPS.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SYNOPSYS INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-5.67">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2020-08-31</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>21282.66</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>399.07</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2141943"/>
                </identifiers>
                <balance>50</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>14660</valUSD>
                <pctVal>0.170699495817</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>FACEBOOK INC-CLASS A</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="FB.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FACEBOOK INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-3.4">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2020-08-31</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>14661</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-4.4</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2142102"/>
                </identifiers>
                <balance>297</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>18381.33</valUSD>
                <pctVal>0.214030270358</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BRUNSWICK CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="BC.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BRUNSWICK CORP/DE" floatingRtSpread="0" pmntAmt="71.28">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-6.27">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2020-08-31</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>18203.13</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>243.21</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2142531"/>
                </identifiers>
                <balance>3200</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>10281.02</valUSD>
                <pctVal>0.119711113949</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ZHUZHOU CRRC TIMES ELECTRI-H</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="3898.HK"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.4" pmntAmt="-2.64">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ZHUZHOU CRRC TIMES ELECTRIC CO LTD" floatingRtSpread="0" pmntAmt="-203.21">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>10116.16</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-370.71</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2162079"/>
                </identifiers>
                <balance>624</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>13844.69</valUSD>
                <pctVal>0.161206112056</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>AIRTAC INTERNATIONAL GROUP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="1590.TW"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="AIRTAC INTERNATIONAL GROUP" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".35" pmntAmt="-4.67">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>14521.29</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-681.27</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2169304"/>
                </identifiers>
                <balance>12000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>15793.14</valUSD>
                <pctVal>0.18389365862</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>GREENTOWN CHINA HOLDINGS</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="3900.HK"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.4" pmntAmt="-3.45">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="GREENTOWN CHINA HOLDINGS LTD" floatingRtSpread="0" pmntAmt="-508.11">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2020-01-29</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>14182.8</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-2121.9</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2184836"/>
                </identifiers>
                <balance>957</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>334289.67</valUSD>
                <pctVal>3.892433705724</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                    <other otherDesc="Internal ID" value="2185634"/>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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            <invstOrSec>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                    <other otherDesc="Internal ID" value="2187334"/>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
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                    <other otherDesc="Internal ID" value="2187349"/>
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                        <swapFlag>Y</swapFlag>
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                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <securityLending>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2188020"/>
                </identifiers>
                <balance>257</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>9452.46</valUSD>
                <pctVal>0.110063448583</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>EAST WEST BANCORP INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="EWBC.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="EAST WEST BANCORP INC" floatingRtSpread="0" pmntAmt="70.68">
                            <rtResetTenors>
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                        <pmntCurCd>USD</pmntCurCd>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2188087"/>
                </identifiers>
                <balance>247</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>13735.67</valUSD>
                <pctVal>0.15993669466</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BWX TECHNOLOGIES INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="BWXT.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-1.4">
                            <rtResetTenors>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BWX TECHNOLOGIES INC" floatingRtSpread="0" pmntAmt="-89.3">
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                        </floatingPmntDesc>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2188104"/>
                </identifiers>
                <balance>79</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>24836.02</valUSD>
                <pctVal>0.289188000826</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>COOPER COS INC/THE</issuerName>
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<identifiers>
    <ticker value="COO.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-2.42">
                            <rtResetTenors>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="COOPER COS INC/THE" floatingRtSpread="0" pmntAmt="-1.35">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-157.82</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2189751"/>
                </identifiers>
                <balance>3030</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>13161.71</valUSD>
                <pctVal>0.153253564877</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SAMSUNG HEAVY INDUSTRIES</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="010140.KS"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.4" pmntAmt="-3.61">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SAMSUNG HEAVY INDUSTRIES CO LTD" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>13346.85</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>181.53</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2189757"/>
                </identifiers>
                <balance>219</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>6074.63</valUSD>
                <pctVal>0.070732351861</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>GS RETAIL CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="007070.KS"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="GS RETAIL CO LTD" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>5858.23</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>214</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2189771"/>
                </identifiers>
                <balance>307</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>13981.56</valUSD>
                <pctVal>0.162799811919</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>LS ELECTRIC CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="010120.KS"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".35" pmntAmt="-5.36">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>116.44</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2189836"/>
                </identifiers>
                <balance>742</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>8494.99</valUSD>
                <pctVal>0.098914768757</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>POSCO INTERNATIONAL CORP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="047050.KS"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".35" pmntAmt="-3.29">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2191466"/>
                </identifiers>
                <balance>179</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.152921946757</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CERNER CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="CERN.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CERNER CORP" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>19.53</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2192636"/>
                </identifiers>
                <balance>173</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>12018.31</valUSD>
                <pctVal>0.139939935715</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>EMERSON ELECTRIC CO</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="EMR.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="EMERSON ELECTRIC CO" floatingRtSpread="0" pmntAmt="86.5">
                            <rtResetTenors>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-3.22">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
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                        <terminationDt>2025-01-28</terminationDt>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2193422"/>
                </identifiers>
                <balance>1147</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>23479.09</valUSD>
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                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>TRINITY INDUSTRIES INC</issuerName>
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    <ticker value="TRN.N"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                </derivativeInfo>
                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2193460"/>
                </identifiers>
                <balance>110</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>53593.1</valUSD>
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                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        </counterparties>
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                            <otherRefInst>
<issuerName>NETEASE INC-ADR</issuerName>
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<identifiers>
    <ticker value="NTES.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="NETEASE INC" floatingRtSpread="0" pmntAmt="163.35">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2193867"/>
                </identifiers>
                <balance>162</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>24820.27</valUSD>
                <pctVal>0.289004609485</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>PEARL ABYSS CORP</issuerName>
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    <ticker value="263750.KQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2193894"/>
                </identifiers>
                <balance>43</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>21791.4</valUSD>
                <pctVal>0.253736766245</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>OTTOGI CORPORATION</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="007310.KS"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2193916"/>
                </identifiers>
                <balance>12094</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>28859.53</valUSD>
                <pctVal>0.336037327457</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>GENTING PLANTATIONS BHD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="GENP.KL"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-4.75" pmntAmt="-7.43">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="GENTING PLANTATIONS BHD" floatingRtSpread="0" pmntAmt="0">
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                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-154.59</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2193934"/>
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                <balance>545</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>12066.25</valUSD>
                <pctVal>0.140498144025</pctVal>
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                <invCountry>US</invCountry>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>DOOSAN BOBCAT INC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="241560.KS"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".35" pmntAmt="-4.8">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2193980"/>
                </identifiers>
                <balance>5200</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.23584918238</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>PETROBRAS DISTRIBUIDORA SA</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="BRDT3.SA"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PETROBRAS DISTRIBUIDORA SA" floatingRtSpread="0" pmntAmt="985.72">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2194003"/>
                </identifiers>
                <balance>307</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>43030.14</valUSD>
                <pctVal>0.501038417663</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>NETMARBLE CORP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="251270.KS"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-2.75" pmntAmt="-74.15">
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="NETMARBLE CORP" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-4115.63</unrealizedAppr>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2194764"/>
                </identifiers>
                <balance>133</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>13325.27</valUSD>
                <pctVal>0.155158040288</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>JPMORGAN CHASE &amp; CO</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
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    <ticker value="JPM.N"/>
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                        <swapFlag>Y</swapFlag>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2195631"/>
                </identifiers>
                <balance>220</balance>
                <units>NC</units>
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                <pctVal>0.315877903304</pctVal>
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                <invCountry>US</invCountry>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
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    <ticker value="IBM.N"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <identifiers>
                    <other otherDesc="Internal ID" value="2195711"/>
                </identifiers>
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                <units>NC</units>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
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    <ticker value="NUS.N"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2195712"/>
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                <units>NC</units>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>CAPITAL ONE FINANCIAL CORP</issuerName>
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    <ticker value="COF.N"/>
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                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2195735"/>
                </identifiers>
                <balance>54</balance>
                <units>NC</units>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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    <ticker value="MA.N"/>
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                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2195769"/>
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                <balance>289</balance>
                <units>NC</units>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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<issuerName>CRANE CO</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="CR.N"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CRANE CO" floatingRtSpread="0" pmntAmt="124.27">
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-267.81</unrealizedAppr>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2195776"/>
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                <balance>550</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.176113906837</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>WEBSTER FINANCIAL CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="WBS.N"/>
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                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="WEBSTER FINANCIAL CORP" floatingRtSpread="0" pmntAmt="-220">
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                        <terminationDt>2025-01-28</terminationDt>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2195781"/>
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                <balance>86</balance>
                <units>NC</units>
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                <pctVal>0.212281473818</pctVal>
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                <invCountry>US</invCountry>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>VISA INC-CLASS A SHARES</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="V.N"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2195782"/>
                </identifiers>
                <balance>388</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.26980487513</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>HOLOGIC INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
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    <ticker value="HOLX.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="HOLOGIC INC" floatingRtSpread="0" pmntAmt="0">
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                        <notionalAmt>23877.52</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-713.4</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2195792"/>
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                <balance>838</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                    <other otherDesc="Internal ID" value="2196054"/>
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                <units>NC</units>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                    <other otherDesc="Internal ID" value="2196057"/>
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                <units>NC</units>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <identifiers>
                    <other otherDesc="Internal ID" value="2199660"/>
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                <units>NC</units>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2199663"/>
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                <units>NC</units>
                <curCd>USD</curCd>
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                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2199701"/>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2200177"/>
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                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <identifiers>
                    <other otherDesc="Internal ID" value="2200180"/>
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                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2200189"/>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2200195"/>
                </identifiers>
                <balance>113</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7542.75</valUSD>
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                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>GILEAD SCIENCES INC</issuerName>
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    <ticker value="GILD.OQ"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="GILEAD SCIENCES INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
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                        <curCd>USD</curCd>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2200754"/>
                </identifiers>
                <balance>52</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>11987.56</valUSD>
                <pctVal>0.139581885954</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                            <otherRefInst>
<issuerName>ROCKWELL AUTOMATION INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="ROK.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <curCd>USD</curCd>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2200777"/>
                </identifiers>
                <balance>299</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.286042053365</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>LPL FINANCIAL HOLDINGS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="LPLA.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2201580"/>
                </identifiers>
                <balance>1000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>6548.22</valUSD>
                <pctVal>0.076246783936</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                            <otherRefInst>
<issuerName>CK HUTCHISON HOLDINGS LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="0001.HK"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>10.94</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2201649"/>
                </identifiers>
                <balance>14000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>28288.3</valUSD>
                <pctVal>0.329385985507</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>WEICHAI POWER CO LTD-H</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="2338.HK"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="WEICHAI POWER CO LTD" floatingRtSpread="0" pmntAmt="268.94">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-933.07</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2201662"/>
                </identifiers>
                <balance>1900</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>17328.99</valUSD>
                <pctVal>0.201776934244</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>HULIC CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="3003.T"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="HULIC CO LTD" floatingRtSpread="0" pmntAmt="-308.68">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-737.47</unrealizedAppr>
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                </derivativeInfo>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2201687"/>
                </identifiers>
                <balance>386</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>MONOTARO CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="3064.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <curCd>USD</curCd>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2201704"/>
                </identifiers>
                <balance>80000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.195912719573</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BBMG CORP-H</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="2009.HK"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <terminationDt>2025-01-28</terminationDt>
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                        <notionalAmt>17032</notionalAmt>
                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2201772"/>
                </identifiers>
                <balance>8000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.135576502627</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>MGM CHINA HOLDINGS LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="2282.HK"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <identifiers>
                    <other otherDesc="Internal ID" value="2201775"/>
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                <units>NC</units>
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                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                    <other otherDesc="Internal ID" value="2201802"/>
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                <balance>512</balance>
                <units>NC</units>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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<issuerName>ALLISON TRANSMISSION HOLDING</issuerName>
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    <ticker value="ALSN.N"/>
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                        <swapFlag>Y</swapFlag>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2201805"/>
                </identifiers>
                <balance>833</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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<issuerName>ASHTEAD GROUP PLC</issuerName>
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                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2201811"/>
                </identifiers>
                <balance>781</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>23505.2</valUSD>
                <pctVal>0.273692072925</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>KONINKLIJKE AHOLD DELHAIZE N</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="AD.AS"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2201856"/>
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                <balance>972</balance>
                <units>NC</units>
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                <valUSD>22860.33</valUSD>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>PAN PACIFIC INTERNATIONAL HO</issuerName>
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                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2201892"/>
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                <balance>632</balance>
                <units>NC</units>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>PARK24 CO LTD</issuerName>
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                        <swapFlag>Y</swapFlag>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2201912"/>
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                <balance>360</balance>
                <units>NC</units>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>MISUMI GROUP INC</issuerName>
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                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2201961"/>
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                <units>NC</units>
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                <payoffProfile>N/A</payoffProfile>
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<issuerName>NGK INSULATORS LTD</issuerName>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
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                <balance>184</balance>
                <units>NC</units>
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                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>DOVER CORP</issuerName>
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    <ticker value="DOV.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2202014"/>
                </identifiers>
                <balance>125</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>25906.25</valUSD>
                <pctVal>0.301649646215</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CUMMINS INC</issuerName>
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    <ticker value="CMI.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CUMMINS ENGINE COMPANY, INC." floatingRtSpread="0" pmntAmt="163.88">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2202045"/>
                </identifiers>
                <balance>123</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>20172</valUSD>
                <pctVal>0.234880643221</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>MADISON SQUARE GARDEN SPORTS</issuerName>
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    <ticker value="MSGS.N"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MADISON SQUARE GARDEN SPORTS CORP" floatingRtSpread="0" pmntAmt="0">
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                        <curCd>USD</curCd>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2202048"/>
                </identifiers>
                <balance>136</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>21046</valUSD>
                <pctVal>0.24505740716</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>MOTOROLA SOLUTIONS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="MSI.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MOTOROLA SOLUTIONS INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>394.29</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2202074"/>
                </identifiers>
                <balance>13</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>21183.89</valUSD>
                <pctVal>0.246662983796</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>ALPHABET INC-CL A</issuerName>
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<identifiers>
    <ticker value="GOOGL.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-5.78">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>7.35</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2202118"/>
                </identifiers>
                <balance>613</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>18022.2</valUSD>
                <pctVal>0.209848598466</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>L BRANDS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="LB.N"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-4.63">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-329.52</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2202199"/>
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                <balance>180</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>19963.8</valUSD>
                <pctVal>0.232456384352</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>CADENCE DESIGN SYS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
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    <ticker value="CDNS.OQ"/>
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                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2202256"/>
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                <balance>46925</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.308604777378</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>UNILEVER INDONESIA TBK PT</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="UNVR.JK"/>
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                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2202269"/>
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                <balance>2316</balance>
                <units>NC</units>
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                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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<issuerName>FLEX LTD</issuerName>
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    <ticker value="FLEX.OQ"/>
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                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-2.67">
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                        <unrealizedAppr>-720.63</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2202300"/>
                </identifiers>
                <balance>768</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>13022.73</valUSD>
                <pctVal>0.151635296396</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>WEIR GROUP PLC/THE</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
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    <ticker value="WEIR.L"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.3" pmntAmt="0">
                            <rtResetTenors>
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                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="WEIR GROUP PLC/THE" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2202382"/>
                </identifiers>
                <balance>442</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>33551.9</valUSD>
                <pctVal>0.390674789476</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SWEDISH MATCH AB</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="SWMA.ST"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SWEDISH MATCH AB" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
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                        </floatingRecDesc>
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                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>34234.8</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-693.19</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2202397"/>
                </identifiers>
                <balance>666</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>30276.36</valUSD>
                <pctVal>0.352534746738</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>KNIGHT-SWIFT TRANSPORTATION</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="KNX.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-3.03">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SWIFT HOLDINGS CORP" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>30649.32</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>369.93</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2202406"/>
                </identifiers>
                <balance>82</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>23146.14</valUSD>
                <pctVal>0.269511216106</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>VEEVA SYSTEMS INC-CLASS A</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="VEEV.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="VEEVA SYSTEMS INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-6.21">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>22158.04</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>981.89</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2202412"/>
                </identifiers>
                <balance>5035</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>37158.3</valUSD>
                <pctVal>0.432667331202</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>WELBILT INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="WBT.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-3.46">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="WELBILT INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>38064.6</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>902.84</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2202436"/>
                </identifiers>
                <balance>68</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7068.6</valUSD>
                <pctVal>0.082306033843</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                            <otherRefInst>
<issuerName>GW PHARMACEUTICALS -ADR</issuerName>
<issueTitle>COMMON STOCK - ADR</issueTitle>
<identifiers>
    <ticker value="GWPH.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.64" pmntAmt="-3.88">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="GW PHARMACEUTICALS PLC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>7019.64</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-52.84</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2202490"/>
                </identifiers>
                <balance>51</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>17610.81</valUSD>
                <pctVal>0.205058416639</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>TYLER TECHNOLOGIES INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="TYL.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-1.82">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="TYLER TECHNOLOGIES INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>17359.38</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-253.25</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2202493"/>
                </identifiers>
                <balance>494</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>17729.66</valUSD>
                <pctVal>0.206442293521</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>NATIONAL INSTRUMENTS CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="NATI.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="NATIONAL INSTRUMENTS CORP" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>17556.76</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-174.7</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2202543"/>
                </identifiers>
                <balance>196</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>11998.9</valUSD>
                <pctVal>0.139713927719</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>PORSCHE AUTOMOBIL HLDG-PRF</issuerName>
<issueTitle>PREFERRED</issueTitle>
<identifiers>
    <ticker value="PSHG_p.DE"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PORSCHE AUTOMOBIL HOLDING SE" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2202570"/>
                </identifiers>
                <balance>584</balance>
                <units>NC</units>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>NCR CORPORATION</issuerName>
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    <ticker value="NCR.N"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2202630"/>
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                <balance>40</balance>
                <units>NC</units>
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                <payoffProfile>N/A</payoffProfile>
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                <fairValLevel>2</fairValLevel>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>AMERCO</issuerName>
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    <ticker value="UHAL.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2202643"/>
                </identifiers>
                <balance>164</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>8724.8</valUSD>
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                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>ROBERT HALF INTL INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
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    <ticker value="RHI.N"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ROBERT HALF INTERNATIONAL INC" floatingRtSpread="0" pmntAmt="55.76">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2202645"/>
                </identifiers>
                <balance>98</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>25027.24</valUSD>
                <pctVal>0.291414546364</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>SVB FINANCIAL GROUP</issuerName>
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<identifiers>
    <ticker value="SIVB.OQ"/>
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                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2202674"/>
                </identifiers>
                <balance>1270</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.243041616116</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>TRAVIS PERKINS PLC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="TPK.L"/>
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                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="TRAVIS PERKINS PLC" floatingRtSpread="0" pmntAmt="0">
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                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-220.17</unrealizedAppr>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2202695"/>
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                <balance>155</balance>
                <units>NC</units>
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                <pctVal>0.176690279623</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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<issuerName>MIDDLEBY CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
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    <ticker value="MIDD.OQ"/>
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                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2202701"/>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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<issuerName>TAPESTRY INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
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    <ticker value="TPR.N"/>
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                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2202706"/>
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                <balance>472</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <payoffProfile>N/A</payoffProfile>
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<issuerName>MARVELL TECHNOLOGY GROUP LTD</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="MRVL.OQ"/>
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                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2202719"/>
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                <balance>1976</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>DAVIDE CAMPARI-MILANO NV</issuerName>
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                        <swapFlag>Y</swapFlag>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <identifiers>
                    <other otherDesc="Internal ID" value="2202727"/>
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                <balance>234</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>25021.62</valUSD>
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                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <identifiers>
                    <other otherDesc="Internal ID" value="2202745"/>
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                <units>NC</units>
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                <payoffProfile>N/A</payoffProfile>
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                <fairValLevel>2</fairValLevel>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>JM SMUCKER CO/THE</issuerName>
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                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
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                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2202748"/>
                </identifiers>
                <balance>146</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>19272.73</valUSD>
                <pctVal>0.224409638064</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>FORTINET INC</issuerName>
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    <ticker value="FTNT.OQ"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2202756"/>
                </identifiers>
                <balance>394</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.192683168948</pctVal>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>JARDINE MATHESON HLDGS LTD</issuerName>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2202770"/>
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                <balance>143</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>9736.87</valUSD>
                <pctVal>0.113375088666</pctVal>
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                <invCountry>US</invCountry>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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    <ticker value="STT.N"/>
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                        <swapFlag>Y</swapFlag>
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                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-168.57</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2202777"/>
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                <balance>121</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.14144048442</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>RECKITT BENCKISER GROUP PLC</issuerName>
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                        <swapFlag>Y</swapFlag>
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                        </floatingPmntDesc>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2202814"/>
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                <balance>117</balance>
                <units>NC</units>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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<issuerName>SONOVA HOLDING AG-REG</issuerName>
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    <ticker value="SOON.S"/>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2202852"/>
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                <balance>222</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <isRestrictedSec>N</isRestrictedSec>

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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>INCYTE CORP</issuerName>
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    <ticker value="INCY.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="INCYTE CORP" floatingRtSpread="0" pmntAmt="0">
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                        <curCd>USD</curCd>
                        <unrealizedAppr>448.75</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2202854"/>
                </identifiers>
                <balance>483</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>12934.15</valUSD>
                <pctVal>0.150603880206</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
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</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2202875"/>
                </identifiers>
                <balance>67</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>16265.59</valUSD>
                <pctVal>0.189394816656</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BECTON DICKINSON AND CO</issuerName>
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<identifiers>
    <ticker value="BDX.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-1.81">
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                        </floatingRecDesc>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>252.79</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2202899"/>
                </identifiers>
                <balance>157</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>10806.31</valUSD>
                <pctVal>0.125827535378</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>RALPH LAUREN CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="RL.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="RALPH LAUREN CORP" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>10713.68</notionalAmt>
                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2202904"/>
                </identifiers>
                <balance>15000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>2260.11</valUSD>
                <pctVal>0.026316482776</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SEMBCORP MARINE LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="SCMN.SI"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-30.75" pmntAmt="-114.93">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SEMBCORP MARINE LTD" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>2304</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-71.04</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2202909"/>
                </identifiers>
                <balance>139</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>14398.01</valUSD>
                <pctVal>0.167648911853</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>IPSEN</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="IPN.PA"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="IPSEN SA" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-3.84">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>14282.24</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>111.93</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2202932"/>
                </identifiers>
                <balance>1000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>13928.19</valUSD>
                <pctVal>0.162178377261</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>JARDINE CYCLE &amp; CARRIAGE LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="JCYC.SI"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="JARDINE CYCLE &amp; CARRIAGE LTD" floatingRtSpread="0" pmntAmt="0">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".55" pmntAmt="-7.73">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-72.64</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2202938"/>
                </identifiers>
                <balance>406</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>25500.86</valUSD>
                <pctVal>0.296929327756</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ITT INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="ITT.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ITT INC" floatingRtSpread="0" pmntAmt="0">
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                        </floatingRecDesc>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-100.48</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2202962"/>
                </identifiers>
                <balance>217</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>22751.84</valUSD>
                <pctVal>0.264920028439</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>ROYAL UNIBREW</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="RBREW.CO"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2202973"/>
                </identifiers>
                <balance>130</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>18876</valUSD>
                <pctVal>0.219790155733</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CITRIX SYSTEMS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="CTXS.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CITRIX SYSTEMS INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
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                            <rtResetTenors>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2203001"/>
                </identifiers>
                <balance>232</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>16052.08</valUSD>
                <pctVal>0.186908728705</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
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    <ticker value="CGNX.OQ"/>
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                        <swapFlag>Y</swapFlag>
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                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2203030"/>
                </identifiers>
                <balance>1056</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>22239.36</valUSD>
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                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>FRANKLIN RESOURCES INC</issuerName>
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    <ticker value="BEN.N"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2203037"/>
                </identifiers>
                <balance>121</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>NOVOZYMES A/S-B SHARES</issuerName>
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<identifiers>
    <ticker value="NZYMb.CO"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2203055"/>
                </identifiers>
                <balance>32</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>12377.6</valUSD>
                <pctVal>0.144123470629</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>CREDIT ACCEPTANCE CORP</issuerName>
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<identifiers>
    <ticker value="CACC.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2203147"/>
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                <balance>21</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.195972918509</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>EUROFINS SCIENTIFIC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="EUFI.PA"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.3" pmntAmt="-2.56">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="EUROFINS SCIENTIFIC SE" floatingRtSpread="0" pmntAmt="0">
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-294.08</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2203148"/>
                </identifiers>
                <balance>190</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>21815.59</valUSD>
                <pctVal>0.254018432057</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>CHR HANSEN HOLDING A/S</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="CHRH.CO"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-331.05</unrealizedAppr>
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                <securityLending>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2203166"/>
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                <balance>800</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.10984826941</pctVal>
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<issuerName>SUMITOMO ELECTRIC INDUSTRIES</issuerName>
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    <ticker value="5802.T"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SUMITOMO ELECTRIC INDUSTRIES LTD" floatingRtSpread="0" pmntAmt="0">
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                </derivativeInfo>
                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2203169"/>
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                <balance>99</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.180750505694</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <otherRefInst>
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<identifiers>
    <ticker value="AMP.N"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <upfrontPmnt>0</upfrontPmnt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-129.27</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2203192"/>
                </identifiers>
                <balance>543</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>63465.84</valUSD>
                <pctVal>0.738989555909</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
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                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2203198"/>
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                <balance>204</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>23184.6</valUSD>
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                <payoffProfile>N/A</payoffProfile>
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                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2203234"/>
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                <units>NC</units>
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                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                            <rtResetTenors>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2203243"/>
                </identifiers>
                <balance>1600</balance>
                <units>NC</units>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>AMADA CO LTD</issuerName>
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                        <swapFlag>Y</swapFlag>
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                </derivativeInfo>
                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2203614"/>
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                <balance>6000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <invCountry>US</invCountry>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>LONGFOR GROUP HOLDINGS LTD</issuerName>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2206140"/>
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                <balance>299</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.314277217104</pctVal>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>JACOBS ENGINEERING GROUP INC</issuerName>
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    <ticker value="J.N"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-415.32</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2206143"/>
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                <balance>165</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>GENERAL DYNAMICS CORP</issuerName>
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    <ticker value="GD.N"/>
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                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2210462"/>
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                <balance>152</balance>
                <units>NC</units>
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                            <otherRefInst>
<issuerName>PROCTER &amp; GAMBLE CO/THE</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="PG.N"/>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2210474"/>
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                <balance>144</balance>
                <units>NC</units>
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                <pctVal>0.138295934227</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>GLOBE LIFE INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="GL.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="GLOBE LIFE INC" floatingRtSpread="0" pmntAmt="-51.19">
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                        <unrealizedAppr>323.44</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
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                    <other otherDesc="Internal ID" value="2210500"/>
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                <curCd>USD</curCd>
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                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <fairValLevel>2</fairValLevel>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2215222"/>
                </identifiers>
                <balance>586</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <assetCat>DE</assetCat>
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                <fairValLevel>2</fairValLevel>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <curCd>USD</curCd>
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                <securityLending>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <identifiers>
                    <other otherDesc="Internal ID" value="2215225"/>
                </identifiers>
                <balance>157</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2215232"/>
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                <balance>84</balance>
                <units>NC</units>
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                <payoffProfile>N/A</payoffProfile>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
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                        <swapFlag>Y</swapFlag>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-76.77</unrealizedAppr>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2215258"/>
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                <balance>305</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>18342.7</valUSD>
                <pctVal>0.213580466707</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
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    <ticker value="SYY.N"/>
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                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2216817"/>
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                <units>NC</units>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2216945"/>
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                <balance>700</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.101350205765</pctVal>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <identifiers>
                    <other otherDesc="Internal ID" value="2216948"/>
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                <units>NC</units>
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                            <otherRefInst>
<issuerName>TOKYO ELECTRON LTD</issuerName>
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                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <identifiers>
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                <units>NC</units>
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                            <otherRefInst>
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                        <swapFlag>Y</swapFlag>
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                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>14367.06</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>87.7</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2216953"/>
                </identifiers>
                <balance>475</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>10800.87</valUSD>
                <pctVal>0.125764192591</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>JAMES HARDIE INDUSTRIES-CDI</issuerName>
<issueTitle>GLOBAL DEPOSITORY RECEIPT</issueTitle>
<identifiers>
    <ticker value="JHX.AX"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.5" pmntAmt="-3.24">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="JAMES HARDIES INDUSTRIES NV" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>11044.94</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>240.83</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2216954"/>
                </identifiers>
                <balance>4632</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>16018.25</valUSD>
                <pctVal>0.186514815749</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>DS SMITH PLC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="SMDS.L"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.3" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="DS SMITH PLC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>16535.31</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>517.06</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2216959"/>
                </identifiers>
                <balance>95</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>15796.73</valUSD>
                <pctVal>0.183935460202</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>VOLKSWAGEN AG-PREF</issuerName>
<issueTitle>PREFERRED</issueTitle>
<identifiers>
    <ticker value="VOWG_p.DE"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="VOLKSWAGEN AG" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-4.49">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>15694.14</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>98.1</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2216960"/>
                </identifiers>
                <balance>308</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>18770.27</valUSD>
                <pctVal>0.21855904675</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BERKELEY GROUP HOLDINGS/THE</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="BKGH.L"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BERKELEY GROUP HOLDINGS PLC" floatingRtSpread="0" pmntAmt="433.01">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-0.35">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>18653.87</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>549.06</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2216963"/>
                </identifiers>
                <balance>918</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>17953.95</valUSD>
                <pctVal>0.209053902655</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>MOWI ASA</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="MOWI.OL"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.3" pmntAmt="-2.86">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MOWI ASA" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>17584.01</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-372.8</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2217001"/>
                </identifiers>
                <balance>300</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>9389.6</valUSD>
                <pctVal>0.109331513365</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>FUJI ELECTRIC CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="6504.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FUJI ELECTRIC CO LTD" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2.31">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>9216.03</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>171.26</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2217002"/>
                </identifiers>
                <balance>500</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>18623.42</valUSD>
                <pctVal>0.216849140818</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SUNDRUG CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="9989.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SUNDRUG CO LTD" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-5">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>18695.1</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-76.68</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2217007"/>
                </identifiers>
                <balance>632</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>21744.23</valUSD>
                <pctVal>0.253187523734</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ESSITY AKTIEBOLAG-B</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="ESSITYb.ST"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ESSITY AB" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-6.19">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>22076.46</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-338.42</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2217016"/>
                </identifiers>
                <balance>400</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>6518.43</valUSD>
                <pctVal>0.075899912314</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>YAMAZAKI BAKING CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="2212.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <identifiers>
                    <other otherDesc="Internal ID" value="2217022"/>
                </identifiers>
                <balance>500</balance>
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                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <identifiers>
                    <other otherDesc="Internal ID" value="2217031"/>
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                <balance>1000</balance>
                <units>NC</units>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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<issuerName>CK ASSET HOLDINGS LTD</issuerName>
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    <ticker value="1113.HK"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2222457"/>
                </identifiers>
                <balance>122</balance>
                <units>NC</units>
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                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>FIDELITY NATIONAL INFO SERV</issuerName>
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    <ticker value="FIS.N"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>40.86</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2224929"/>
                </identifiers>
                <balance>167</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>10203.7</valUSD>
                <pctVal>0.118810808013</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>CLEAN HARBORS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="CLH.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CLEAN HARBORS INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
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                        <pmntCurCd>USD</pmntCurCd>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>85.56</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2224958"/>
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                <balance>288</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <invCountry>US</invCountry>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CERIDIAN HCM HOLDING INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="CDAY.N"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-2.43">
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CERIDIAN HCM HOLDING INC" floatingRtSpread="0" pmntAmt="0">
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-739.71</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2225414"/>
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                <balance>265</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.189210959559</pctVal>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>CENTENE CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
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    <ticker value="CNC.N"/>
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                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CENTENE CORP" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2230258"/>
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                <balance>35</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>TESLA INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="TSLA.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-3.06">
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <unrealizedAppr>1766.89</unrealizedAppr>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2231049"/>
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                <balance>73100</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>INDOFOOD SUKSES MAKMUR TBK P</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="INDF.JK"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="INDOFOOD SUKSES MAKMUR TBK PT" floatingRtSpread="0" pmntAmt="1390.95">
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2231082"/>
                </identifiers>
                <balance>122</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>17888.86</valUSD>
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                <payoffProfile>N/A</payoffProfile>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <identifiers>
                    <other otherDesc="Internal ID" value="2232038"/>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <identifiers>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                        <curCd>USD</curCd>
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                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2233933"/>
                </identifiers>
                <balance>829</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>27182.91</valUSD>
                <pctVal>0.316514940781</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>HAIN CELESTIAL GROUP INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
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    <ticker value="HAIN.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-2.92">
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2234692"/>
                </identifiers>
                <balance>4000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>26657.38</valUSD>
                <pctVal>0.310395724816</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>INNOVENT BIOLOGICS INC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="1801.HK"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="INNOVENT BIOLOGICS INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-1220.81</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2236996"/>
                </identifiers>
                <balance>1331</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>40103.03</valUSD>
                <pctVal>0.466955457145</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ADVANCED DISPOSAL SERVICES I</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
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    <ticker value="ADSW.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ADVANCED DISPOSAL SERVICES INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <notionalAmt>40129.65</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-38.33</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2240585"/>
                </identifiers>
                <balance>227</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>23644.32</valUSD>
                <pctVal>0.275311971551</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>XILINX INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="XLNX.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="XILINX INC" floatingRtSpread="0" pmntAmt="86.26">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>23544.44</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>179</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2240608"/>
                </identifiers>
                <balance>33</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>28003.8</valUSD>
                <pctVal>0.326073297474</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>COSTAR GROUP INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="CSGP.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="COSTAR GROUP INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-7.98">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>27926.91</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>68.91</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2240609"/>
                </identifiers>
                <balance>117</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>19158.75</valUSD>
                <pctVal>0.22308246695</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                            <otherRefInst>
<issuerName>IQVIA HOLDINGS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="IQV.N"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-5.46">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>608.79</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2240620"/>
                </identifiers>
                <balance>936</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>8480.16</valUSD>
                <pctVal>0.098742089799</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>ZYNGA INC - CL A</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="ZNGA.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>63.02</unrealizedAppr>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2240622"/>
                </identifiers>
                <balance>195</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>16317.6</valUSD>
                <pctVal>0.190000415617</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>GODADDY INC - CLASS A</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="GDDY.N"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-3.85">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>16247.4</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>66.35</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2240640"/>
                </identifiers>
                <balance>167</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>18314.89</valUSD>
                <pctVal>0.213256649996</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>PROOFPOINT INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="PFPT.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-271.61</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2240654"/>
                </identifiers>
                <balance>798</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>19798.38</valUSD>
                <pctVal>0.230530251296</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SYNCHRONY FINANCIAL</issuerName>
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<identifiers>
    <ticker value="SYF.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SYNCHRONY FINANCIAL" floatingRtSpread="0" pmntAmt="175.56">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2250174"/>
                </identifiers>
                <balance>1279</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>8108.86</valUSD>
                <pctVal>0.094418711709</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>GENERAL ELECTRIC CO</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="GE.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="GENERAL ELECTRIC CO" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2.46">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>8287.92</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-181.52</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2250834"/>
                </identifiers>
                <balance>93</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>20974.29</valUSD>
                <pctVal>0.244222423474</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>MICROSOFT CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="MSFT.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MICROSOFT CORP" floatingRtSpread="0" pmntAmt="47.43">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-5.54">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>21071.94</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-55.76</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2250837"/>
                </identifiers>
                <balance>290</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>26825</valUSD>
                <pctVal>0.312347474441</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CATALENT INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="CTLT.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-2.46">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CATALENT INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>25435.9</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-1391.56</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2250852"/>
                </identifiers>
                <balance>786</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>20231.64</valUSD>
                <pctVal>0.235575085099</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BANK OF AMERICA CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="BAC.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BANK OF AMERICA CORP" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-5.79">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>20475.3</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-249.45</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2250855"/>
                </identifiers>
                <balance>185</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>17582.4</valUSD>
                <pctVal>0.204727613592</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>PROGRESSIVE CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="PGR.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PROGRESSIVE CORP/THE" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-4.8">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>17262.35</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>315.25</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2250867"/>
                </identifiers>
                <balance>375</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>15217.5</valUSD>
                <pctVal>0.177190967094</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>TWITTER INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="TWTR.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="TWITTER INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-4.06">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>15146.25</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>67.19</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2251259"/>
                </identifiers>
                <balance>280</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>23875.6</valUSD>
                <pctVal>0.27800497151</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>MERCK &amp; CO. INC.</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="MRK.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MERCK &amp; CO INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-6.48">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>24029.6</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-160.48</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2252318"/>
                </identifiers>
                <balance>289</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>17975.8</valUSD>
                <pctVal>0.209308321754</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BRISTOL-MYERS SQUIBB CO</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="BMY.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BRISTOL-MYERS SQUIBB CO" floatingRtSpread="0" pmntAmt="130.05">
                            <rtResetTenors>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2258536"/>
                </identifiers>
                <balance>372</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7875.24</valUSD>
                <pctVal>0.091698465037</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>DROPBOX INC-CLASS A</issuerName>
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<identifiers>
    <ticker value="DBX.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2258537"/>
                </identifiers>
                <balance>466</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>20778.94</valUSD>
                <pctVal>0.241947788651</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>PULTEGROUP INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="PHM.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PULTE HOMES INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2260402"/>
                </identifiers>
                <balance>200</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>20498</valUSD>
                <pctVal>0.238676552883</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>HANOVER INSURANCE GROUP INC/</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="THG.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="HANOVER INSURANCE GROUP INC/THE" floatingRtSpread="0" pmntAmt="0">
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-5.89">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>20816</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-323.89</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2261592"/>
                </identifiers>
                <balance>353</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>15789.69</valUSD>
                <pctVal>0.183853487184</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>HUAZHU GROUP LTD-ADR</issuerName>
<issueTitle>COMMON STOCK - ADR</issueTitle>
<identifiers>
    <ticker value="HTHT.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-1.27">
                            <rtResetTenors>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="HUAZHU GROUP LTD" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-407.22</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2261620"/>
                </identifiers>
                <balance>5244</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>11600.95</valUSD>
                <pctVal>0.135080239836</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ASELSAN ELEKTRONIK SANAYI</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="ASELS.IS"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-6.5" pmntAmt="-75.82">
                            <rtResetTenors>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ASELSAN ELEKTRONIK SANAYI VE TICARET AS" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>12048.61</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>371.84</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2261625"/>
                </identifiers>
                <balance>1127</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>16533.09</valUSD>
                <pctVal>0.192509558479</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>MAGNIT  PJSC-SPON GDR REGS</issuerName>
<issueTitle>GLOBAL DEPOSITORY RECEIPT</issueTitle>
<identifiers>
    <ticker value="MGNTq.L"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.5" pmntAmt="-5.78">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MAGNIT PJSC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2261888"/>
                </identifiers>
                <balance>512</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>23274.69</valUSD>
                <pctVal>0.271008038766</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SAMSUNG ELECTRONICS CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="005930.KS"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SAMSUNG ELECTRONICS CO LTD" floatingRtSpread="0" pmntAmt="128.53">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2261897"/>
                </identifiers>
                <balance>19</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.075799541942</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CJ CHEILJEDANG CORP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="097950.KS"/>
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                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.4" pmntAmt="-1.46">
                            <rtResetTenors>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CJ CHEILJEDANG CORP" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>6701.83</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>190.56</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                    <other otherDesc="Internal ID" value="2262236"/>
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                <units>NC</units>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <swapFlag>Y</swapFlag>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2267556"/>
                </identifiers>
                <balance>217</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>OLLIE'S BARGAIN OUTLET HOLDI</issuerName>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2267578"/>
                </identifiers>
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                <units>NC</units>
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                <isRestrictedSec>N</isRestrictedSec>

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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>KEURIG DR PEPPER INC</issuerName>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2268482"/>
                </identifiers>
                <balance>418</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.364657089037</pctVal>
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                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>POSCO CHEMICAL CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="003670.KS"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2268519"/>
                </identifiers>
                <balance>618</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>41702.64</valUSD>
                <pctVal>0.485581147493</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ACACIA COMMUNICATIONS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="ACIA.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-67.79</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2268525"/>
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                <balance>6972</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>10029.19</valUSD>
                <pctVal>0.116778831955</pctVal>
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                <invCountry>US</invCountry>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>TURK HAVA YOLLARI AO</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="THYAO.IS"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <terminationDt>2025-01-28</terminationDt>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2268540"/>
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                <balance>500</balance>
                <units>NC</units>
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                <pctVal>0.045178311308</pctVal>
                <payoffProfile>N/A</payoffProfile>
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<issuerName>AMARIN CORP PLC -ADR</issuerName>
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                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <curCd>USD</curCd>
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                <securityLending>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <identifiers>
                    <other otherDesc="Internal ID" value="2268543"/>
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                <balance>6519</balance>
                <units>NC</units>
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<issuerName>KOC HOLDING AS</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="KCHOL.IS"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                        <unrealizedAppr>-775.62</unrealizedAppr>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2268546"/>
                </identifiers>
                <balance>2209</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>GRUPO TELEVISA SA-SPON ADR</issuerName>
<issueTitle>COMMON STOCK - ADR</issueTitle>
<identifiers>
    <ticker value="TV.N"/>
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                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-67.6</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2268594"/>
                </identifiers>
                <balance>52000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>18519.85</valUSD>
                <pctVal>0.215643182647</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>AU OPTRONICS CORP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="2409.TW"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-1.375" pmntAmt="-17.61">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="AU OPTRONICS CORP" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>421.74</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2268639"/>
                </identifiers>
                <balance>90000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>12773.88</valUSD>
                <pctVal>0.148737713208</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ALIBABA PICTURES GROUP LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="1060.HK"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.875" pmntAmt="-8.25">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CHINAVISION MEDIA GROUP LTD" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>13122</notionalAmt>
                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2268642"/>
                </identifiers>
                <balance>1665</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>13959.41</valUSD>
                <pctVal>0.162541899653</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>YULON NISSAN MOTOR CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="2227.TW"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="YULON NISSAN MOTOR CO LTD" floatingRtSpread="0" pmntAmt="1083.71">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>13955.53</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>1081.68</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2269034"/>
                </identifiers>
                <balance>400</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>11877.45</valUSD>
                <pctVal>0.138299776712</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ASAHI INTECC CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="7747.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ASAHI INTECC CO LTD" floatingRtSpread="0" pmntAmt="-16.36">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-378.06</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2269037"/>
                </identifiers>
                <balance>400</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>6544.87</valUSD>
                <pctVal>0.076207776889</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>YOKOGAWA ELECTRIC CORP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="6841.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="YOKOGAWA ELECTRIC CORP" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-1.84">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>6504.76</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>38.27</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2269053"/>
                </identifiers>
                <balance>500</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>18009.73</valUSD>
                <pctVal>0.2097033991</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>YASKAWA ELECTRIC CORP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="6506.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.3" pmntAmt="-2.86">
                            <rtResetTenors>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="YASKAWA ELECTRIC CORP" floatingRtSpread="0" pmntAmt="-56.98">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-266.97</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2269056"/>
                </identifiers>
                <balance>2572</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>8384.65</valUSD>
                <pctVal>0.097629981419</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>HARVEY NORMAN HOLDINGS LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="HVN.AX"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.75" pmntAmt="-3.54">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="HARVEY NORMAN HOLDINGS LTD" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2269057"/>
                </identifiers>
                <balance>500</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>8941.13</valUSD>
                <pctVal>0.104109575923</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>MITSUBISHI GAS CHEMICAL CO</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="4182.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MITSUBISHI GAS CHEMICAL CO INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
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                        </floatingRecDesc>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-42.4</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2269064"/>
                </identifiers>
                <balance>600</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>11046.59</valUSD>
                <pctVal>0.128625330389</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                            <otherRefInst>
<issuerName>LIXIL GROUP CORP</issuerName>
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    <ticker value="5938.T"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.3" pmntAmt="-1.43">
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                        <curCd>USD</curCd>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2269067"/>
                </identifiers>
                <balance>700</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>11684.84</valUSD>
                <pctVal>0.13605704616</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>COCA-COLA BOTTLERS JAPAN HOL</issuerName>
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</identifiers>
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                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2269082"/>
                </identifiers>
                <balance>14000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>19256.27</valUSD>
                <pctVal>0.224217979558</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SJM HOLDINGS LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="0880.HK"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.4" pmntAmt="-3.87">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SJM HOLDINGS LTD" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
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                        <terminationDt>2025-01-28</terminationDt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2269088"/>
                </identifiers>
                <balance>700</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.083496505633</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>KURARAY CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="3405.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="KURARAY CO LTD" floatingRtSpread="0" pmntAmt="-136.47">
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                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>7075.95</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-232.55</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2269094"/>
                </identifiers>
                <balance>182</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>13185.38</valUSD>
                <pctVal>0.153529175864</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>GN STORE NORD A/S</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="GN.CO"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="GN STORE NORD A/S" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
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                        </floatingRecDesc>
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                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>12929.48</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>252.59</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2269123"/>
                </identifiers>
                <balance>88</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>11187.55</valUSD>
                <pctVal>0.130266653781</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SIMCORP A/S</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="SIM.CO"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SIMCORP A/S" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-3">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>11123.27</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>61.28</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2269137"/>
                </identifiers>
                <balance>109</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>9243.14</valUSD>
                <pctVal>0.107626148552</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>FRESENIUS MEDICAL CARE AG &amp;</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="FMEG.DE"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FRESENIUS MEDICAL CARE AG &amp; CO KGAA" floatingRtSpread="0" pmntAmt="155.63">
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2.94">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2269160"/>
                </identifiers>
                <balance>2300</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>12681.87</valUSD>
                <pctVal>0.14766635846</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ISETAN MITSUKOSHI HOLDINGS L</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="3099.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.3" pmntAmt="-2.02">
                            <rtResetTenors>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ISETAN MITSUKOSHI HOLDINGS LTD" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>12294.65</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-389.24</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2269170"/>
                </identifiers>
                <balance>3978</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>9773.74</valUSD>
                <pctVal>0.113804399062</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SAINSBURY (J) PLC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="SBRY.L"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.3" pmntAmt="-0.11">
                            <rtResetTenors>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="J SAINSBURY PLC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
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                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>9740.93</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-32.92</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2269172"/>
                </identifiers>
                <balance>241</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.1757134733</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2269174"/>
                </identifiers>
                <balance>12262</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>8728.5</valUSD>
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                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                            <otherRefInst>
<issuerName>SONAE</issuerName>
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    <ticker value="YSO.LS"/>
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                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2269215"/>
                </identifiers>
                <balance>17600</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>GENTING SINGAPORE LTD</issuerName>
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    <ticker value="GENS.SI"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="GENTING INTL PUBLIC LTD CO" floatingRtSpread="0" pmntAmt="0">
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2269247"/>
                </identifiers>
                <balance>676</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>4572.4</valUSD>
                <pctVal>0.053240543975</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>LEONARDO SPA</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="LDOF.MI"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="LEONARDO SPA" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-1.35">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-128.1</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2269250"/>
                </identifiers>
                <balance>200</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>17719.96</valUSD>
                <pctVal>0.206329347742</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>DCC PLC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="DCC.L"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="DCC PLC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-395.3</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2269254"/>
                </identifiers>
                <balance>2100</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>6840.39</valUSD>
                <pctVal>0.079648780641</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>SUMITOMO CHEMICAL CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="4005.T"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SUMITOMO CHEMICAL CO LTD" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2273259"/>
                </identifiers>
                <balance>227</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.229320916396</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>DAVITA INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="DVA.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="DAVITA INC" floatingRtSpread="0" pmntAmt="0">
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                        </floatingRecDesc>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-49.17</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2275799"/>
                </identifiers>
                <balance>119</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.143079479034</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>M &amp; T BANK CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="MTB.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="M&amp;T BANK CORP" floatingRtSpread="0" pmntAmt="-130.9">
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                        </floatingPmntDesc>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2275800"/>
                </identifiers>
                <balance>886</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.279061072756</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>GENTEX CORP</issuerName>
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    <ticker value="GNTX.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="GENTEX CORP" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2275809"/>
                </identifiers>
                <balance>479</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>32782.76</valUSD>
                <pctVal>0.381719004331</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>MAXIM INTEGRATED PRODUCTS</issuerName>
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    <ticker value="MXIM.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MAXIM INTEGRATED PRODUCTS INC" floatingRtSpread="0" pmntAmt="229.92">
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2275815"/>
                </identifiers>
                <balance>566</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>6973.12</valUSD>
                <pctVal>0.08119427478</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>KEYCORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="KEY.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="KEYCORP" floatingRtSpread="0" pmntAmt="104.71">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-95.46</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2275818"/>
                </identifiers>
                <balance>239</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>11273.63</valUSD>
                <pctVal>0.131268960234</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>PENSKE AUTOMOTIVE GROUP INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="PAG.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        </floatingRecDesc>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>397.94</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2275824"/>
                </identifiers>
                <balance>252</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>9470.16</valUSD>
                <pctVal>0.110269545519</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SOUTHWEST AIRLINES CO</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="LUV.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>9487.8</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-19.98</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2276521"/>
                </identifiers>
                <balance>390</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>21364.2</valUSD>
                <pctVal>0.248762494443</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>EBAY INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="EBAY.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="EBAY INC" floatingRtSpread="0" pmntAmt="62.4">
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-6.2">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>21960.9</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-540.5</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2278216"/>
                </identifiers>
                <balance>6254</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>180552.98</valUSD>
                <pctVal>2.102339880921</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ISHARES MSCI SAUDI ARABIA ET</issuerName>
<issueTitle>EXCHANGE TRADED FUND</issueTitle>
<identifiers>
    <ticker value="KSA.P"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.64" pmntAmt="-76.61">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ISHARES MSCI SAUDI ARABIA ETF" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-1389.95</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2278674"/>
                </identifiers>
                <balance>10793</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>22134.05</valUSD>
                <pctVal>0.257726546753</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>KUWAIT FINANCE HOUSE</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="KFH.KW"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="1.2" pmntAmt="-22.94">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2278675"/>
                </identifiers>
                <balance>8558</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.207947732662</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>MABANEE CO SAKC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="MABK.KW"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="1.2" pmntAmt="-18.12">
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-350.05</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2278694"/>
                </identifiers>
                <balance>12370</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>23909.26</valUSD>
                <pctVal>0.278396905004</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>MOBILE TELECOMMUNICATIONS CO</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="ZAIN.KW"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MOBILE TELECOMMUNICATIONS CO KSC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
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                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
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                        <notionalAmt>23866.68</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>18.38</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2278695"/>
                </identifiers>
                <balance>11375</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>21538.9</valUSD>
                <pctVal>0.250796682842</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BOUBYAN BANK K.S.C</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="BOUK.KW"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BOUBYAN BANK KSCP" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
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                        <curCd>USD</curCd>
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                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2278696"/>
                </identifiers>
                <balance>7337</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>20670.99</valUSD>
                <pctVal>0.240690830221</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>NATIONAL BANK OF KUWAIT</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="NBKK.KW"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="NATIONAL BANK OF KUWAIT SAKP" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="1.2" pmntAmt="-20.81">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>20561.94</notionalAmt>
                        <curCd>USD</curCd>
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                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2278697"/>
                </identifiers>
                <balance>23226</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>16206.85</valUSD>
                <pctVal>0.188710854283</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>GULF BANK</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="GBKK.KW"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="GULF BANK KSCP" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="1.2" pmntAmt="-16.6">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>16253.55</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-63.3</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2278698"/>
                </identifiers>
                <balance>10378</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>21214.98</valUSD>
                <pctVal>0.247024992481</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>AGILITY</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="AGLT.KW"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="AGILITY PUBLIC WAREHOUSING CO KSC" floatingRtSpread="0" pmntAmt="169.63">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="1.2" pmntAmt="-24.31">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>21244.8</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>115.5</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2278854"/>
                </identifiers>
                <balance>7545</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>13248.55</valUSD>
                <pctVal>0.15426472069</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BOUBYAN PETROCHEMICALS CO</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="BPCC.KW"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BOUBYAN PETROCHEMICALS CO KSCP" floatingRtSpread="0" pmntAmt="863.27">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="1.2" pmntAmt="-16.8">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>13421.8</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>673.22</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2281889"/>
                </identifiers>
                <balance>113</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>8507.77</valUSD>
                <pctVal>0.099063577731</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>EXACT SCIENCES CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="EXAS.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-1.11">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="EXACT SCIENCES CORP" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>8362</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-146.88</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2281977"/>
                </identifiers>
                <balance>238</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>21008.26</valUSD>
                <pctVal>0.244617966576</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>XPO LOGISTICS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="XPO.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-2.08">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="XPO LOGISTICS INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>21039.2</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>28.86</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2287096"/>
                </identifiers>
                <balance>600</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>10570.74</valUSD>
                <pctVal>0.123084583112</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>NIPPON SANSO HOLDINGS CORP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="4091.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.3" pmntAmt="-1.76">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="NIPPON SANSO HOLDINGS CORP" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>10219.38</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-353.12</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2287121"/>
                </identifiers>
                <balance>296</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>44542.51</valUSD>
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                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                            <otherRefInst>
<issuerName>ASM INTERNATIONAL NV</issuerName>
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    <ticker value="ASMI.AS"/>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2287125"/>
                </identifiers>
                <balance>61</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.209269081829</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>WIX.COM LTD</issuerName>
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                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2287146"/>
                </identifiers>
                <balance>243</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>COCA-COLA HBC AG-DI</issuerName>
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<identifiers>
    <ticker value="CCH.L"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="COCA-COLA HBC AG" floatingRtSpread="0" pmntAmt="0">
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2287152"/>
                </identifiers>
                <balance>365</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>16765.2</valUSD>
                <pctVal>0.19521222287</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>UMICORE</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="UMI.BR"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.3" pmntAmt="-3.22">
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                        </floatingRecDesc>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-239.17</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2287161"/>
                </identifiers>
                <balance>300</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>6238.49</valUSD>
                <pctVal>0.072640320441</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SUBARU CORP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="7270.T"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SUBARU CORP" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>171.61</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2287173"/>
                </identifiers>
                <balance>200</balance>
                <units>NC</units>
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                <valUSD>4953.03</valUSD>
                <pctVal>0.057672559602</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                            <otherRefInst>
<issuerName>ODAKYU ELECTRIC RAILWAY CO</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="9007.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        </floatingPmntDesc>
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                        <curCd>USD</curCd>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2287189"/>
                </identifiers>
                <balance>400</balance>
                <units>NC</units>
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                <pctVal>0.092170508527</pctVal>
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<issuerName>SEKISUI HOUSE LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
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                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2287208"/>
                </identifiers>
                <balance>79</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.075567362682</pctVal>
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                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>AIRBUS SE</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="AIR.PA"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>225.57</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2287219"/>
                </identifiers>
                <balance>300</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>9519.9</valUSD>
                <pctVal>0.11084871284</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BRIDGESTONE CORP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="5108.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BRIDGESTONE CORP" floatingRtSpread="0" pmntAmt="125.33">
                            <rtResetTenors>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2287734"/>
                </identifiers>
                <balance>300</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>9061.04</valUSD>
                <pctVal>0.105505795333</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                            <otherRefInst>
<issuerName>ONO PHARMACEUTICAL CO LTD</issuerName>
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    <ticker value="4528.T"/>
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                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2287737"/>
                </identifiers>
                <balance>1000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.114003858978</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                            <otherRefInst>
<issuerName>OBAYASHI CORP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="1802.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
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                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2287740"/>
                </identifiers>
                <balance>400</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>6918.76</valUSD>
                <pctVal>0.080561312666</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CANON INC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="7751.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CANON INC." floatingRtSpread="0" pmntAmt="100.26">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>6904.96</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>112.06</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2287743"/>
                </identifiers>
                <balance>159</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>17080.64</valUSD>
                <pctVal>0.198885173004</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>DELIVERY HERO SE</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="DHER.DE"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.3" pmntAmt="-3.05">
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                        </floatingRecDesc>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>17025.21</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-58.48</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2287746"/>
                </identifiers>
                <balance>65</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>11030.2</valUSD>
                <pctVal>0.128434486955</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>COLOPLAST-B</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="COLOb.CO"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.3" pmntAmt="-1.85">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="COLOPLAST A/S" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-293.52</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2287749"/>
                </identifiers>
                <balance>300</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>4959.64</valUSD>
                <pctVal>0.057749525746</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>NISSHIN SEIFUN GROUP INC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="2002.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-1.34">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-2.02</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2287756"/>
                </identifiers>
                <balance>614</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.142659716631</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <isRestrictedSec>N</isRestrictedSec>

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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SKF AB-B SHARES</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="SKFb.ST"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>67.89</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2287794"/>
                </identifiers>
                <balance>123</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>13018.27</valUSD>
                <pctVal>0.151583364626</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>GMO PAYMENT GATEWAY INC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="3769.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="GMO PAYMENT GATEWAY INC" floatingRtSpread="0" pmntAmt="0">
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                        <pmntCurCd>USD</pmntCurCd>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>390.31</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2287818"/>
                </identifiers>
                <balance>100</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>11745.27</valUSD>
                <pctVal>0.136760686715</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        </descRefInstrmnt>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                    <other otherDesc="Internal ID" value="2287920"/>
                </identifiers>
                <balance>151</balance>
                <units>NC</units>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <identifiers>
                    <other otherDesc="Internal ID" value="2287955"/>
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                <balance>299</balance>
                <units>NC</units>
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                <fairValLevel>2</fairValLevel>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2290456"/>
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                <balance>921</balance>
                <units>NC</units>
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                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>AFLAC INC</issuerName>
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    <ticker value="AFL.N"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2293722"/>
                </identifiers>
                <balance>467</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <payoffProfile>N/A</payoffProfile>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>BLACKROCK MUNIHOLDINGS QUALI</issuerName>
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    <ticker value="MFL.N"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                <securityLending>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2293723"/>
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                <balance>564</balance>
                <units>NC</units>
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                <pctVal>0.092334221686</pctVal>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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<issuerName>PGIM HIGH YIELD BOND FUND</issuerName>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                <securityLending>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294014"/>
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                <balance>206</balance>
                <units>NC</units>
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                <pctVal>0.032909372375</pctVal>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>NUVEEN NJ QUAL MUNI INC FD</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
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    <ticker value="NXJ.N"/>
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                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <identifiers>
                    <other otherDesc="Internal ID" value="2294015"/>
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                <units>NC</units>
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                            <otherRefInst>
<issuerName>DWS MUNICIPAL INCOME TRUST</issuerName>
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    <ticker value="KTF.N"/>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <identifiers>
                    <other otherDesc="Internal ID" value="2294018"/>
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                <units>NC</units>
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                <isRestrictedSec>N</isRestrictedSec>

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                            <otherRefInst>
<issuerName>EATON VANCE LTD DURATION FND</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
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    <ticker value="EVV.A"/>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294019"/>
                </identifiers>
                <balance>528</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7434.24</valUSD>
                <pctVal>0.086563507489</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>FIRST TRUST HIGH INCOME LONG</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="FSD.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FIRST TRUST HIGH INCOME LONG/SHORT FUND" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2.16">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>7402.56</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>29.52</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294020"/>
                </identifiers>
                <balance>2293</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>25475.23</valUSD>
                <pctVal>0.296630894736</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BLACKROCK CORP HI YLD</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="HYT.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BLACKROCK CORPORATE HIGH YIELD FUND INC" floatingRtSpread="0" pmntAmt="357.24">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-7.12">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>25383.51</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>441.84</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294021"/>
                </identifiers>
                <balance>616</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>6178.48</valUSD>
                <pctVal>0.071941570322</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ABERDEEN INCOME CREDIT STRAT</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="ACP.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ABERDEEN INCOME CREDIT STRATEGIES FUND" floatingRtSpread="0" pmntAmt="147.84">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-1.78">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>6277.04</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>47.5</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294115"/>
                </identifiers>
                <balance>179</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>4294.21</valUSD>
                <pctVal>0.050001328918</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>GUGGENHEIM TAXABLE MUNICIPAL</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="GBAB.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="GUGGENHEIM TAXABLE MUNICIPAL MANAGED DURATION TRUST" floatingRtSpread="0" pmntAmt="45.02">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-1.24">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>4292.42</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>45.57</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294116"/>
                </identifiers>
                <balance>262</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>1689.9</valUSD>
                <pctVal>0.019677017598</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>MFS MUNICIPAL INCOME TRUST</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="MFM.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MFS MUNICIPAL INCOME TRUST" floatingRtSpread="0" pmntAmt="14.14">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-0.5">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>1666.32</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>37.22</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294118"/>
                </identifiers>
                <balance>6454</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>23750.72</valUSD>
                <pctVal>0.276550881944</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>INVESCO SENIOR INCOME TRUST</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="VVR.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="INVESCO SENIOR INCOME TRUST" floatingRtSpread="0" pmntAmt="258.16">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-6.59">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>23621.64</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>380.65</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294136"/>
                </identifiers>
                <balance>1041</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>12200.52</valUSD>
                <pctVal>0.142061569762</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BLACKROCK FLOAT RT INCOME ST</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="FRA.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BLACKROCK FLOATING RATE INCOME STRATEGIES FUND INC" floatingRtSpread="0" pmntAmt="164.06">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-3.47">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>12221.34</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>139.77</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294137"/>
                </identifiers>
                <balance>456</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>5786.64</valUSD>
                <pctVal>0.067379026635</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>INVESCO TRUST FOR INVESTMEN</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="VGM.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="INVESCO TRUST FOR INVESTMENT GRADE MUNICIPALS" floatingRtSpread="0" pmntAmt="46.88">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-1.69">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>5700</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>131.83</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294138"/>
                </identifiers>
                <balance>516</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>4525.32</valUSD>
                <pctVal>0.052692349414</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BLACKROCK MUNIVEST FUND</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="MVF.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BLACKROCK MUNIVEST FUND INC" floatingRtSpread="0" pmntAmt="34.58">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>115.83</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294194"/>
                </identifiers>
                <balance>577</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>5770</valUSD>
                <pctVal>0.067185272228</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BLACKROCK DEBT STRATEGIES FUND</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="DSU.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BLACKROCK DEBT STRATEGIES FUND INC" floatingRtSpread="0" pmntAmt="82.04">
                            <rtResetTenors>
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                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-1.64">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294197"/>
                </identifiers>
                <balance>359</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>4512.63</valUSD>
                <pctVal>0.052544588391</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>EATON VANCE MUNICIPAL INCOME</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="EVN.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="EATON VANCE MUNICIPAL INCOME TRUST" floatingRtSpread="0" pmntAmt="17.12">
                            <rtResetTenors>
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                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-1.35">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
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                        <curCd>USD</curCd>
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                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294214"/>
                </identifiers>
                <balance>286</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>2385.24</valUSD>
                <pctVal>0.027773483315</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>NEW AMERICA HIGH INCOME FUND</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="HYB.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="NEW AMERICA HIGH INCOME FUND INC/THE" floatingRtSpread="0" pmntAmt="28.6">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-0.67">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294317"/>
                </identifiers>
                <balance>2959</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>14321.56</valUSD>
                <pctVal>0.166758736106</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>NUVEEN SENIOR INC FD</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="NSL.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="NUVEEN SENIOR INCOME FUND" floatingRtSpread="0" pmntAmt="180.5">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-4.16">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>87.57</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294434"/>
                </identifiers>
                <balance>762</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.106826678744</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>EATON VANCE FLOAT RT INC TR</issuerName>
<issueTitle>TRUST</issueTitle>
<identifiers>
    <ticker value="EFT.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="EATON VANCE FLOATING-RATE INCOME TRUST" floatingRtSpread="0" pmntAmt="89.91">
                            <rtResetTenors>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2.58">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>79.71</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294454"/>
                </identifiers>
                <balance>241</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>3060.7</valUSD>
                <pctVal>0.035638468407</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>APOLLO SENIOR FLOATING RATE</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="AFT.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="APOLLO SENIOR FLOATING RATE FUND INC" floatingRtSpread="0" pmntAmt="31.82">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-0.88">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>3067.93</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>23.71</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294475"/>
                </identifiers>
                <balance>615</balance>
                <units>NC</units>
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                <pctVal>0.189050273812</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>BLACKROCK TAXABLE MUNICIPAL</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="BBN.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BLACKROCK TAXABLE MUNICIPAL BOND TRUST" floatingRtSpread="0" pmntAmt="137.52">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-4.68">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294494"/>
                </identifiers>
                <balance>774</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.107878122432</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BLACKSTONE/GSO STRATEGIC C</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="BGB.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BLACKSTONE / GSO STRATEGIC CREDIT FUND" floatingRtSpread="0" pmntAmt="145.52">
                            <rtResetTenors>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2.63">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>9257.04</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>150.63</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294497"/>
                </identifiers>
                <balance>574</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7720.3</valUSD>
                <pctVal>0.089894359997</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>PGIM GLOBAL HIGH YIELD FUND</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="GHY.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PGIM GLOBAL HIGH YIELD FUND INC" floatingRtSpread="0" pmntAmt="120.54">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2.19">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>7697.34</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>141.31</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294500"/>
                </identifiers>
                <balance>169</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>1343.55</valUSD>
                <pctVal>0.01564415468</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>STONE HARBOR EM MKT TOTL INC</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="EDI.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="STONE HARBOR EMERGING MARKETS TOTAL INCOME FUND" floatingRtSpread="0" pmntAmt="27.04">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-0.38">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
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                        <rcptCurCd>USD</rcptCurCd>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>45.25</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294516"/>
                </identifiers>
                <balance>173</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>3139.95</valUSD>
                <pctVal>0.036561247059</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>GUGGENHEIM CREDIT ALLOCATION</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="GGM.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="GUGGENHEIM CREDIT ALLOCATION FUND" floatingRtSpread="0" pmntAmt="62.73">
                            <rtResetTenors>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-0.91">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294522"/>
                </identifiers>
                <balance>345</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>3812.25</valUSD>
                <pctVal>0.044389437444</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>PIONEER MUNI HI INC ADV TRST</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="MAV.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PIONEER MUNICIPAL HIGH INCOME ADVANTAGE TRUST" floatingRtSpread="0" pmntAmt="30.19">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-1.12">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>3722.55</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>118.77</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294523"/>
                </identifiers>
                <balance>969</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>17558.28</valUSD>
                <pctVal>0.204446762853</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>GUGGENHEIM STRATEGIC OPPORTU</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="GOF.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="GUGGENHEIM STRATEGIC OPPORTUNITIES FUND" floatingRtSpread="0" pmntAmt="352.91">
                            <rtResetTenors>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-4.82">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294526"/>
                </identifiers>
                <balance>214</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>2497.38</valUSD>
                <pctVal>0.029079229663</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>PIONEER MUNI HI INCOME TRUST</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="MHI.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PIONEER MUNICIPAL HIGH INCOME TRUST" floatingRtSpread="0" pmntAmt="19.26">
                            <rtResetTenors>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-0.74">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>44.2</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294527"/>
                </identifiers>
                <balance>1895</balance>
                <units>NC</units>
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                <valUSD>9266.55</valUSD>
                <pctVal>0.107898732126</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ALLIANZGI CONVERTIBLE &amp; INCO</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="NCV.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ALLIANZGI CONVERTIBLE &amp; INCOME FUND" floatingRtSpread="0" pmntAmt="161.08">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294530"/>
                </identifiers>
                <balance>1101</balance>
                <units>NC</units>
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                <pctVal>0.055894886203</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ALLIANZGI CONV &amp; INCOME II</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="NCZ.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ALLIANZGI CONVERTIBLE &amp; INCOME FUND II" floatingRtSpread="0" pmntAmt="82.58">
                            <rtResetTenors>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-1.31">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
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                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294531"/>
                </identifiers>
                <balance>187</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>3302.42</valUSD>
                <pctVal>0.038453030626</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>PIMCO CALIFORNIA MUNI INC FD</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="PCQ.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PIMCO CALIFORNIA MUNICIPAL INCOME FUND" floatingRtSpread="0" pmntAmt="24.32">
                            <rtResetTenors>
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                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>25.28</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294545"/>
                </identifiers>
                <balance>793</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>11783.98</valUSD>
                <pctVal>0.137211421877</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>NUVEEN MUNI CREDIT INC FD</issuerName>
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<identifiers>
    <ticker value="NZF.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="NUVEEN MUNICIPAL CREDIT INCOME FUND" floatingRtSpread="0" pmntAmt="99.12">
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294551"/>
                </identifiers>
                <balance>310</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>3543.3</valUSD>
                <pctVal>0.041257811973</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>BLACKROCK FLT RT INC</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="BGT.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-1.01">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294554"/>
                </identifiers>
                <balance>3847</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>23466.7</valUSD>
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                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>NUVEEN CREDIT STRAT INCM</issuerName>
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<identifiers>
    <ticker value="JQC.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-6.65">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294557"/>
                </identifiers>
                <balance>388</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>4380.52</valUSD>
                <pctVal>0.051006313466</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>WELLS FARGO MULTI-SECTOR INC</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="ERC.A"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-1.28">
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                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294558"/>
                </identifiers>
                <balance>156</balance>
                <units>NC</units>
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                <pctVal>0.024849002731</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>NUVEEN PA QUAL MUNI INC FD</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="NQP.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="NUVEEN PENNSYLVANIA QUALITY MUNICIPAL INCOME FUND" floatingRtSpread="0" pmntAmt="16.7">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-0.63">
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                            </rtResetTenors>
                        </floatingPmntDesc>
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                        <upfrontRcpt>0</upfrontRcpt>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294559"/>
                </identifiers>
                <balance>1085</balance>
                <units>NC</units>
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                <valUSD>14083.3</valUSD>
                <pctVal>0.163984461763</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>WESTERN ASSET EMRG MRKT DBT</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="EMD.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="WESTERN ASSET EMERGING MARKETS DEBT FUND INC" floatingRtSpread="0" pmntAmt="217">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <upfrontRcpt>0</upfrontRcpt>
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                </derivativeInfo>
                <securityLending>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294562"/>
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                <balance>306</balance>
                <units>NC</units>
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                <pctVal>0.047958407598</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <isRestrictedSec>N</isRestrictedSec>

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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>BLACKROCK CALIFOR MUNI IN TR</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="BFZ.N"/>
</identifiers>
                            </otherRefInst>
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                        <swapFlag>Y</swapFlag>
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                        <upfrontRcpt>0</upfrontRcpt>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294565"/>
                </identifiers>
                <balance>272</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.044276608105</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BLACKROCK MUNICIPAL INC TRST</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="BFK.N"/>
</identifiers>
                            </otherRefInst>
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                        <swapFlag>Y</swapFlag>
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                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294568"/>
                </identifiers>
                <balance>144</balance>
                <units>NC</units>
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                <pctVal>0.023792668607</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>BLACKROCK MUNICIPAL INCOME Q</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="BYM.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BLACKROCK MUNICIPAL INCOME QUALITY TRUST" floatingRtSpread="0" pmntAmt="13.82">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-0.61">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>2014.56</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>42.01</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294573"/>
                </identifiers>
                <balance>1604</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>13297.16</valUSD>
                <pctVal>0.154830730409</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>NUVEEN FLOAT RATE INC FD</issuerName>
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<identifiers>
    <ticker value="JFR.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="NUVEEN FLOATING RATE INCOME FUND/CLOSED-END FUND" floatingRtSpread="0" pmntAmt="147.56">
                            <rtResetTenors>
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                        </floatingPmntDesc>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294574"/>
                </identifiers>
                <balance>235</balance>
                <units>NC</units>
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                <valUSD>2709.55</valUSD>
                <pctVal>0.031549714795</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>EATON VANCE CAL MUNI BOND</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="EVM.A"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="EATON VANCE CALIFORNIA MUNICIPAL BOND FUND" floatingRtSpread="0" pmntAmt="19.7">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-0.79">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <notionalAmt>2700.15</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>28.31</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294579"/>
                </identifiers>
                <balance>298</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>3683.28</valUSD>
                <pctVal>0.042887724349</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>INVESCO QUALITY MUNI INC TR</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="IQI.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="INVESCO QUALITY MUNICIPAL INCOME TRUST" floatingRtSpread="0" pmntAmt="30.01">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-1.08">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>3650.5</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>61.71</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294582"/>
                </identifiers>
                <balance>253</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>3719.1</valUSD>
                <pctVal>0.043304808656</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BLACKROCK MUNIYIELD CA QUALI</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="MCA.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BLACKROCK MUNIYIELD CALIFORNIA INSURED FUND INC" floatingRtSpread="0" pmntAmt="26.82">
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-1.08">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>3665.97</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>78.87</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294590"/>
                </identifiers>
                <balance>1251</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>18039.42</valUSD>
                <pctVal>0.210049106333</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>NUVEEN QUAL MUNI INCOME FD</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="NAD.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="NUVEEN QUALITY MUNICIPAL INCOME FUND" floatingRtSpread="0" pmntAmt="142.62">
                            <rtResetTenors>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-5.32">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>17901.81</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>274.91</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294591"/>
                </identifiers>
                <balance>149</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>2249.9</valUSD>
                <pctVal>0.026197598611</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>NEUBERGER BERMAN MUNICIPAL</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="NBH.A"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="NEUBERGER BERMAN MUNICIPAL FUND INC" floatingRtSpread="0" pmntAmt="18.6">
                            <rtResetTenors>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-0.68">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>2208.18</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>59.64</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294594"/>
                </identifiers>
                <balance>175</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>2786</valUSD>
                <pctVal>0.032439890542</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BLACKROCK MUNIYIELD QUALITY</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="MQY.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BLACKROCK MUNIYIELD QUALITY FUND INC" floatingRtSpread="0" pmntAmt="21">
                            <rtResetTenors>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-0.82">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294599"/>
                </identifiers>
                <balance>302</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>4149.48</valUSD>
                <pctVal>0.048316108043</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                            <otherRefInst>
<issuerName>BLACKROCK MUNIYIELD FUND</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="MYD.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BLACKROCK MUNIYIELD FUND INC" floatingRtSpread="0" pmntAmt="33.82">
                            <rtResetTenors>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-1.24">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>4113.24</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>68.82</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294602"/>
                </identifiers>
                <balance>379</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>5093.76</valUSD>
                <pctVal>0.059311204899</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BLACKROCK MUNIYIELD QUALITY</issuerName>
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<identifiers>
    <ticker value="MYI.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BLACKROCK MUNIYIELD INSURED FUND INC" floatingRtSpread="0" pmntAmt="33.74">
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294609"/>
                </identifiers>
                <balance>1645</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>23293.2</valUSD>
                <pctVal>0.271223567256</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>NUVEEN AMT-FR QU MUNI INC FD</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="NEA.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        </floatingPmntDesc>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294610"/>
                </identifiers>
                <balance>1294</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>17456.06</valUSD>
                <pctVal>0.20325652394</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>NUVEEN MUNI HIGH INC OPP FD</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="NMZ.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="NUVEEN MUNICIPAL HIGH INCOME OPPORTUNITY FUND" floatingRtSpread="0" pmntAmt="160.46">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-5.11">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>465.91</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294624"/>
                </identifiers>
                <balance>504</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>6229.44</valUSD>
                <pctVal>0.072534943194</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>INVESCO MUNICIPAL TRUST</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="VKQ.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="INVESCO MUNICIPAL TRUST" floatingRtSpread="0" pmntAmt="49.3">
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-1.82">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>107.96</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294627"/>
                </identifiers>
                <balance>541</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>6708.4</valUSD>
                <pctVal>0.078111902984</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>INVESCO MUNICIPAL OPPORTUNI</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="VMO.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="INVESCO MUNICIPAL OPPORTUNITY TRUST" floatingRtSpread="0" pmntAmt="53.99">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-1.94">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294628"/>
                </identifiers>
                <balance>455</balance>
                <units>NC</units>
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                <pctVal>0.075231203443</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>RIVERNRTH/DOUBLELNE STR OPP</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="OPP.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-1.87">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                </derivativeInfo>
                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294631"/>
                </identifiers>
                <balance>151</balance>
                <units>NC</units>
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                <pctVal>0.025002003507</pctVal>
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<issuerName>BLACKROCK MUNIYIELD NJ FUND</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="MYJ.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                <securityLending>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294651"/>
                </identifiers>
                <balance>248</balance>
                <units>NC</units>
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                <pctVal>0.033266141308</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>PIMCO MUNI INCOME FUND III</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="PMX.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PIMCO MUNICIPAL INCOME FUND III" floatingRtSpread="0" pmntAmt="22.82">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>2817.28</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>61.67</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294654"/>
                </identifiers>
                <balance>198</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>4702.5</valUSD>
                <pctVal>0.054755414671</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CALAMOS DYNAMIC CONVERTIBLE</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="CCD.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                            </rtResetTenors>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-1.29">
                            <rtResetTenors>
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                            </rtResetTenors>
                        </floatingPmntDesc>
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                        <pmntCurCd>USD</pmntCurCd>
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                        <curCd>USD</curCd>
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                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294659"/>
                </identifiers>
                <balance>220</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>2721.4</valUSD>
                <pctVal>0.031687694947</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BRANDYWINEGLOBAL GLOBAL INCO</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="BWG.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BRANDYWINEGLOBAL GLOBAL INCOME OPPORTUNITIES FUND INC" floatingRtSpread="0" pmntAmt="30.8">
                            <rtResetTenors>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-0.81">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>2688.4</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>62.99</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294662"/>
                </identifiers>
                <balance>185</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>2081.25</valUSD>
                <pctVal>0.024233855776</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>NEUBERGER BERMAN HIGH YIELD</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="NHS.A"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="NEUBERGER BERMAN HIGH YIELD STRATEGIES FUND INC" floatingRtSpread="0" pmntAmt="33.48">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-0.6">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>2086.8</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>27.33</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294665"/>
                </identifiers>
                <balance>838</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7609.04</valUSD>
                <pctVal>0.088598860276</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>PIMCO INCOME STRATEGY FD II</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="PFN.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PIMCO INCOME STRATEGY FUND II" floatingRtSpread="0" pmntAmt="134.08">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2.15">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>7567.14</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>173.83</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294668"/>
                </identifiers>
                <balance>1540</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>11719.4</valUSD>
                <pctVal>0.13645945916</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>TEMPLETON EMERG MKTS INC FD</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="TEI.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="TEMPLETON EMERGING MARKETS INCOME FUND" floatingRtSpread="0" pmntAmt="132.59">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-3.48">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>11719.4</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>129.11</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294671"/>
                </identifiers>
                <balance>325</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>3578.25</valUSD>
                <pctVal>0.041664766092</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>INVESCO AD MIT II</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="VKI.A"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="INVESCO ADVANTAGE MUNICIPAL INCOME TRUST II" floatingRtSpread="0" pmntAmt="29.09">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-1.03">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>3490.5</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>115.81</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294674"/>
                </identifiers>
                <balance>332</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>4940.16</valUSD>
                <pctVal>0.057522702678</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>INVESCO VALUE MUNICIPAL INCO</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="IIM.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="INVESCO VALUE MUNICIPAL INCOME TRUST" floatingRtSpread="0" pmntAmt="38.51">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-1.45">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>4883.72</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>93.5</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
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                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294756"/>
                </identifiers>
                <balance>908</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>10787.04</valUSD>
                <pctVal>0.125603157528</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>EATON VANCE SR FLTG RATE TR</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="EFR.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="EATON VANCE SENIOR FLOATING-RATE TRUST" floatingRtSpread="0" pmntAmt="118.04">
                            <rtResetTenors>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-3.06">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>10705.32</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>196.7</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294759"/>
                </identifiers>
                <balance>445</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>6461.4</valUSD>
                <pctVal>0.075235861001</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ADVENT CONVERT &amp; INCOME</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="AVK.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ADVENT CONVERTIBLE AND INCOME FUND" floatingRtSpread="0" pmntAmt="104.31">
                            <rtResetTenors>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-1.81">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>6403.55</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>160.35</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294762"/>
                </identifiers>
                <balance>411</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>3407.19</valUSD>
                <pctVal>0.03967296147</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BNYM STRAT MUNI</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="LEO.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BNY MELLON STRATEGIC MUNICIPALS INC" floatingRtSpread="0" pmntAmt="28.78">
                            <rtResetTenors>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294775"/>
                </identifiers>
                <balance>252</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>3364.2</valUSD>
                <pctVal>0.039172390439</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>PIMCO MUNICIPAL INCOME FUND</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="PMF.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PIMCO MUNICIPAL INCOME FUND" floatingRtSpread="0" pmntAmt="27.22">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-0.99">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294796"/>
                </identifiers>
                <balance>385</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>3361.05</valUSD>
                <pctVal>0.03913571217</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>FRANKLIN LTD DUR INC TR</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="FTF.A"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FRANKLIN LTD DURATION INCOME TRUST" floatingRtSpread="0" pmntAmt="58.86">
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-0.97">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>3414.95</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>3.99</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294803"/>
                </identifiers>
                <balance>463</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.072510607454</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>PIMCO MUNICIPAL INCOME FD II</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="PML.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PIMCO MUNICIPAL INCOME FUND II" floatingRtSpread="0" pmntAmt="54.64">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-1.84">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>6176.42</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>103.73</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294804"/>
                </identifiers>
                <balance>1258</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>20367.02</valUSD>
                <pctVal>0.237151435559</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>PIMCO CORPORATE &amp; INCOME OPP</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="PTY.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PIMCO CORPORATE &amp; INCOME OPPORTUNITY FUND" floatingRtSpread="0" pmntAmt="327.08">
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-5.63">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>20253.8</notionalAmt>
                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294805"/>
                </identifiers>
                <balance>231</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>5243.7</valUSD>
                <pctVal>0.061057090465</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>NUVEEN TAX MUNI INC</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="NBB.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="NUVEEN TAXABLE MUNICIPAL INCOME FUND" floatingRtSpread="0" pmntAmt="42.74">
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294876"/>
                </identifiers>
                <balance>2236</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>14802.32</valUSD>
                <pctVal>0.172356654906</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>WESTERN ASSET HIGH INC II</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="HIX.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="WESTERN ASSET HIGH INCOME FUND II INC" floatingRtSpread="0" pmntAmt="219.12">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-4.28">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294877"/>
                </identifiers>
                <balance>205</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.050843066063</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>MAINSTAY MACKAY DEFINEDTERM</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="MMD.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MAINSTAY MACKAY DEFINEDTERM MUNICIPAL OPPORTUNITIES FUND" floatingRtSpread="0" pmntAmt="34.86">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>4225.05</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>175.05</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294882"/>
                </identifiers>
                <balance>372</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>3757.2</valUSD>
                <pctVal>0.043748441043</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>PIMCO INCOME STRATEGY FUND</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="PFL.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PIMCO INCOME STRATEGY FUND" floatingRtSpread="0" pmntAmt="66.96">
                            <rtResetTenors>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-1.08">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
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                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>103.08</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294896"/>
                </identifiers>
                <balance>357</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>4001.97</valUSD>
                <pctVal>0.04659851714</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>FIRST TRUST SENIOR FLOATING</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="FCT.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FIRST TRUST SENIOR FLOATING RATE INCOME FUND II" floatingRtSpread="0" pmntAmt="37.49">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-1.14">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
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                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2294916"/>
                </identifiers>
                <balance>223</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>2664.85</valUSD>
                <pctVal>0.031029232703</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>NUVEEN SHT DUR CRED OPP FD</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="JSD.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND" floatingRtSpread="0" pmntAmt="31.44">
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                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-0.75">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>17.31</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2297371"/>
                </identifiers>
                <balance>119</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>22192.31</valUSD>
                <pctVal>0.258404920056</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>NORDSON CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="NDSN.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-2.44">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="NORDSON CORP" floatingRtSpread="0" pmntAmt="-46.41">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>22505.28</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>264.12</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2297406"/>
                </identifiers>
                <balance>70</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>10144.4</valUSD>
                <pctVal>0.118120325059</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>HUBBELL INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="HUBB.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="HUBBELL INC" floatingRtSpread="0" pmntAmt="63.7">
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                        </floatingRecDesc>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>10319.4</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-114.03</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2297407"/>
                </identifiers>
                <balance>166</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>24045.1</valUSD>
                <pctVal>0.279978611656</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SKYWORKS SOLUTIONS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="SWKS.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SKYWORKS SOLUTIONS INC" floatingRtSpread="0" pmntAmt="83">
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-6.61">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>23256.6</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>864.89</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2299012"/>
                </identifiers>
                <balance>10600</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>9288.2</valUSD>
                <pctVal>0.108150822445</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>WESTPORTS HOLDINGS BHD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="WPHB.KL"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="WESTPORTS HOLDINGS BHD" floatingRtSpread="0" pmntAmt="127.59">
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".75" pmntAmt="-0.45">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-244.44</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2299027"/>
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                <balance>237</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.213814043234</pctVal>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>GRUPO AEROPORTUARIO PAC-ADR</issuerName>
<issueTitle>COMMON STOCK - ADR</issueTitle>
<identifiers>
    <ticker value="PAC.N"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-4.59">
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2299040"/>
                </identifiers>
                <balance>124800</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>14140.46</valUSD>
                <pctVal>0.164650026782</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>HM SAMPOERNA TBK PT</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="HMSP.JK"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-5.875" pmntAmt="-71.93">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="HANJAYA MANDALA SAMPOERNA TBK PT" floatingRtSpread="0" pmntAmt="0">
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>127.13</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2299066"/>
                </identifiers>
                <balance>12000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>12015.17</valUSD>
                <pctVal>0.139903373885</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
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                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2299105"/>
                </identifiers>
                <balance>18000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>24200.66</valUSD>
                <pctVal>0.28178993591</pctVal>
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                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
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    <ticker value="2869.HK"/>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2299106"/>
                </identifiers>
                <balance>34000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.208923491035</pctVal>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>CHINA SOUTHERN AIRLINES CO-H</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
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    <ticker value="1055.HK"/>
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                        </descRefInstrmnt>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CHINA SOUTHERN AIRLINES CO LTD" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2299107"/>
                </identifiers>
                <balance>4000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.22896566117</pctVal>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CHINA MENGNIU DAIRY CO</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="2319.HK"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CHINA MENGNIU DAIRY CO LTD" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
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                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2299109"/>
                </identifiers>
                <balance>649</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>51037.36</valUSD>
                <pctVal>0.594273643918</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>JD.COM INC-ADR</issuerName>
<issueTitle>COMMON STOCK - ADR</issueTitle>
<identifiers>
    <ticker value="JD.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="JD.COM INC" floatingRtSpread="0" pmntAmt="0">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-11.85">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-440.19</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2299111"/>
                </identifiers>
                <balance>34000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>14038.36</valUSD>
                <pctVal>0.163461185137</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>CHINA EASTERN AIRLINES CO-H</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="0670.HK"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CHINA EASTERN AIRLINES CORP LTD" floatingRtSpread="0" pmntAmt="-241.29">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-465.1</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2299884"/>
                </identifiers>
                <balance>5000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>11860.34</valUSD>
                <pctVal>0.138100549674</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>RUENTEX INDUSTRIES LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="2915.TW"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                </derivativeInfo>
                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2299897"/>
                </identifiers>
                <balance>58</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.161887163455</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>WORKDAY INC-CLASS A</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="WDAY.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-3.11">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2299937"/>
                </identifiers>
                <balance>5442</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.171598288047</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>INDUSTRIES QATAR</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="IQCD.QA"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="INDUSTRIES QATAR QSC" floatingRtSpread="0" pmntAmt="0">
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                        </floatingPmntDesc>
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                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>169.09</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2299976"/>
                </identifiers>
                <balance>282</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>20629.51</valUSD>
                <pctVal>0.24020784147</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>DAELIM INDUSTRIAL CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="000210.KS"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="DAELIM INDUSTRIAL CO LTD" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <curCd>USD</curCd>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2299982"/>
                </identifiers>
                <balance>141</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>9816.23</valUSD>
                <pctVal>0.114299148146</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>LG CORP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="003550.KS"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="LG CORP" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".35" pmntAmt="-3.29">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
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                        <rcptCurCd>USD</rcptCurCd>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-336.25</unrealizedAppr>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2299983"/>
                </identifiers>
                <balance>3000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>16064.1</valUSD>
                <pctVal>0.187048688319</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>KINGSOFT CORP LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="3888.HK"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.4" pmntAmt="-3.82">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="KINGSOFT CORP LTD" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>17090.1</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>1022.18</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2301738"/>
                </identifiers>
                <balance>191</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>25668.49</valUSD>
                <pctVal>0.298881193819</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>JAZZ PHARMACEUTICALS PLC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="JAZZ.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="JAZZ PHARMACEUTICALS PLC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-6.4">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>24841.46</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>820.63</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2306734"/>
                </identifiers>
                <balance>100</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>8261.34</valUSD>
                <pctVal>0.096194172768</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>NIPPON SHINYAKU CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="4516.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="NIPPON SHINYAKU CO LTD" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2.36">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>8257.79</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>1.19</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2306737"/>
                </identifiers>
                <balance>16800</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>16821.24</valUSD>
                <pctVal>0.195864746727</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ZOOMLION HEAVY INDUSTRY - H</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="1157.HK"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ZOOMLION HEAVY INDUSTRY SCIENCE AND TECHNOLOGY CO LTD" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-5.08">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-743.2</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2306843"/>
                </identifiers>
                <balance>10000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>18657.58</valUSD>
                <pctVal>0.21724689626</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CHINA LESSO GROUP HOLDINGS L</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="2128.HK"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CHINA LESSO GROUP HOLDINGS LTD" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-5.61">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>18297</notionalAmt>
                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2308359"/>
                </identifiers>
                <balance>71</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.108258528471</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CARLISLE COS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="CSL.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CARLISLE COS INC" floatingRtSpread="0" pmntAmt="37.28">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>154.01</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2308378"/>
                </identifiers>
                <balance>124</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>21511.52</valUSD>
                <pctVal>0.250477873006</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ROKU INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="ROKU.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ROKU INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>1545.76</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2308382"/>
                </identifiers>
                <balance>1193</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>28536.56</valUSD>
                <pctVal>0.332276698797</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SANDY SPRING BANCORP INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="SASR.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-2.96">
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SANDY SPRING BANCORP INC" floatingRtSpread="0" pmntAmt="-357.9">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2308394"/>
                </identifiers>
                <balance>513</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>9675.18</valUSD>
                <pctVal>0.112656776804</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>XEROX HOLDINGS CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="XRX.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="XEROX HOLDINGS CORP" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2.37">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-125.49</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2308402"/>
                </identifiers>
                <balance>218</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>12375.86</valUSD>
                <pctVal>0.144103210253</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CIENA CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="CIEN.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CIENA CORP" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-3.78">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>12205.82</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>166.26</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2316147"/>
                </identifiers>
                <balance>135</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>20004.3</valUSD>
                <pctVal>0.232927962086</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ASCENDIS PHARMA A/S - ADR</issuerName>
<issueTitle>COMMON STOCK - ADR</issueTitle>
<identifiers>
    <ticker value="ASND.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-1.93">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ASCENDIS PHARMA A/S" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>18605.7</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-1400.53</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2316153"/>
                </identifiers>
                <balance>730</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>18855.9</valUSD>
                <pctVal>0.21955611345</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>VIRTU FINANCIAL INC-CLASS A</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="VIRT.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-1.9">
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="VIRTU FINANCIAL INC" floatingRtSpread="0" pmntAmt="-175.2">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>18972.7</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-60.3</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2316167"/>
                </identifiers>
                <balance>2035</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>20757</valUSD>
                <pctVal>0.241692321602</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>INVESCO LTD</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="IVZ.N"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-2.23">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="INVESCO LTD" floatingRtSpread="0" pmntAmt="-210.96">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>22018.7</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>1048.51</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2316183"/>
                </identifiers>
                <balance>445</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>24265.85</valUSD>
                <pctVal>0.282549001404</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SMARTSHEET INC-CLASS A</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="SMAR.N"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                            <rtResetTenors>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SMARTSHEET INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-927.84</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2316720"/>
                </identifiers>
                <balance>600</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.07823055427</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>TOYO SEIKAN GROUP HOLDINGS L</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="5901.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.3" pmntAmt="-1.13">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="TOYO SEIKAN GROUP HOLDINGS LTD" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>6617.52</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-102.2</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2316724"/>
                </identifiers>
                <balance>4500</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>17651.16</valUSD>
                <pctVal>0.205528247789</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>PRADA S.P.A.</issuerName>
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    <ticker value="1913.HK"/>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2316727"/>
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                <balance>300</balance>
                <units>NC</units>
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                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <identifiers>
                    <other otherDesc="Internal ID" value="2316739"/>
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                <balance>294</balance>
                <units>NC</units>
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                <payoffProfile>N/A</payoffProfile>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>DIALOG SEMICONDUCTOR PLC</issuerName>
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    <ticker value="DLGS.DE"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="DIALOG SEMICONDUCTOR PLC" floatingRtSpread="0" pmntAmt="0">
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                        <curCd>USD</curCd>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2316748"/>
                </identifiers>
                <balance>260</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>22324</valUSD>
                <pctVal>0.259938304545</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                            <otherRefInst>
<issuerName>KINGSPAN GROUPORD EUR0.13(DUBLIN LISTING)</issuerName>
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<identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="KINGSPAN GROUP PLC" floatingRtSpread="0" pmntAmt="0">
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                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>22070.88</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-256.35</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2316754"/>
                </identifiers>
                <balance>2194</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.110390409146</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>PIRELLI &amp; C SPA</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="PIRC.MI"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                            </rtResetTenors>
                        </floatingPmntDesc>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2316777"/>
                </identifiers>
                <balance>59</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.239927689365</pctVal>
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                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>ROCHE HOLDING AG-GENUSSCHEIN</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="ROG.S"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ROCHE HOLDING AG" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2316796"/>
                </identifiers>
                <balance>101</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.165272276513</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CARLSBERG AS-B</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="CARLb.CO"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2316816"/>
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                <balance>607</balance>
                <units>NC</units>
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                <invCountry>US</invCountry>
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                <derivativeInfo>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>MCKESSON EUROPE AG</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="CLSGn.H"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MCKESSON EUROPE AG" floatingRtSpread="0" pmntAmt="0">
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                <securityLending>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <identifiers>
                    <other otherDesc="Internal ID" value="2316822"/>
                </identifiers>
                <balance>4387</balance>
                <units>NC</units>
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                <payoffProfile>N/A</payoffProfile>
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                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>AURIZON HOLDINGS LTD</issuerName>
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<identifiers>
    <ticker value="AZJ.AX"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="AURIZON HOLDINGS LTD" floatingRtSpread="0" pmntAmt="431.08">
                            <rtResetTenors>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
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            <invstOrSec>
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                    <other otherDesc="Internal ID" value="2320177"/>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                    <other otherDesc="Internal ID" value="2320469"/>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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<issuerName>BEIJING CAPITAL INTL AIRPO-H</issuerName>
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                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <identifiers>
                    <other otherDesc="Internal ID" value="2320470"/>
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                <balance>5200</balance>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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<issuerName>MISC BHD</issuerName>
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    <ticker value="MISC.KL"/>
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                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2320473"/>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <identifiers>
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                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2320499"/>
                </identifiers>
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                <units>NC</units>
                <curCd>USD</curCd>
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                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>STONECO LTD-A</issuerName>
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    <ticker value="STNE.OQ"/>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <identifiers>
                    <other otherDesc="Internal ID" value="2320502"/>
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                <balance>20000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.593748271391</pctVal>
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                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>KINGDEE INTERNATIONAL SFTWR</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="0268.HK"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2320505"/>
                </identifiers>
                <balance>26</balance>
                <units>NC</units>
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                <pctVal>0.057596990726</pctVal>
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                <invCountry>US</invCountry>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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<issuerName>HYUNDAI HEAVY INDUSTRIES HOL</issuerName>
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                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2320508"/>
                </identifiers>
                <balance>4771</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.178325198874</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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<issuerName>CEMEX SAB-SPONS ADR PART CER</issuerName>
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    <ticker value="CX.N"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2320509"/>
                </identifiers>
                <balance>1707</balance>
                <units>NC</units>
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                <pctVal>0.225576472749</pctVal>
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                <invCountry>US</invCountry>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>YAGEO CORPORATION</issuerName>
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<identifiers>
    <ticker value="2327.TW"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        </floatingPmntDesc>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2320514"/>
                </identifiers>
                <balance>4480</balance>
                <units>NC</units>
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                <invCountry>US</invCountry>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>JOLLIBEE FOODS CORP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="JFC.PS"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        </floatingPmntDesc>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2320515"/>
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                <balance>102</balance>
                <units>NC</units>
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                            <otherRefInst>
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                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <identifiers>
                    <other otherDesc="Internal ID" value="2320528"/>
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                <balance>1133</balance>
                <units>NC</units>
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                <payoffProfile>N/A</payoffProfile>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>CIA CERVECERIAS UNI-SPON ADR</issuerName>
<issueTitle>COMMON STOCK - ADR</issueTitle>
<identifiers>
    <ticker value="CCU.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2320533"/>
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                <balance>793</balance>
                <units>NC</units>
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                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SAMSUNG ENGINEERING CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="028050.KS"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SAMSUNG ENGINEERING CO LTD" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <pmntCurCd>USD</pmntCurCd>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2324359"/>
                </identifiers>
                <balance>565</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>20260.9</valUSD>
                <pctVal>0.235915785457</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                            <otherRefInst>
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    <ticker value="L.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        </floatingPmntDesc>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2324362"/>
                </identifiers>
                <balance>1097</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>34818.78</valUSD>
                <pctVal>0.405426206751</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>LKQ CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="LKQ.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="LKQ CORP" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
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                        </floatingRecDesc>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>34840.72</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-32.05</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2324365"/>
                </identifiers>
                <balance>252</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>30013.2</valUSD>
                <pctVal>0.349470539418</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>QUALCOMM INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="QCOM.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="QUALCOMM INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
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                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-6.84">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>769.32</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2324376"/>
                </identifiers>
                <balance>159</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>16998.69</valUSD>
                <pctVal>0.197930955836</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                            <otherRefInst>
<issuerName>PRA HEALTH SCIENCES INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="PRAH.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PRA HEALTH SCIENCES INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>16528.05</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-472.39</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2325434"/>
                </identifiers>
                <balance>53</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>15107.12</valUSD>
                <pctVal>0.175905714001</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>HOME DEPOT INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="HD.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="HOME DEPOT INC/THE" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-4.09">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>15297.39</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-194.36</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326135"/>
                </identifiers>
                <balance>3000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>13454.18</valUSD>
                <pctVal>0.15665905475</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CYBERDYNE INC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="7779.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-6" pmntAmt="-56.7">
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CYBERDYNE INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>11724.3</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-1786.58</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326141"/>
                </identifiers>
                <balance>1500</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>5027.62</valUSD>
                <pctVal>0.058541077705</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>LINK AND MOTIVATION INC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="2170.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-7.25" pmntAmt="-27.64">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="LINK AND MOTIVATION INC" floatingRtSpread="0" pmntAmt="-25.07">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
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                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>4762.95</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-317.38</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326149"/>
                </identifiers>
                <balance>242</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>5912.06</valUSD>
                <pctVal>0.068839403905</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>OPPENHEIMER HOLDINGS-CL A</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="OPY.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OPPENHEIMER HOLDINGS-CL A" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
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                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>6062.1</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-150.04</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
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                    <other otherDesc="Internal ID" value="2326150"/>
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                <balance>1504</balance>
                <units>NC</units>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
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                        <swapFlag>Y</swapFlag>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <identifiers>
                    <other otherDesc="Internal ID" value="2326152"/>
                </identifiers>
                <balance>2141</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>72408.62</valUSD>
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                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ARCBEST CORP</issuerName>
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    <ticker value="ARCB.OQ"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326153"/>
                </identifiers>
                <balance>532</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ORCHARD THERAPEUTICS PLC</issuerName>
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<identifiers>
    <ticker value="ORTX.OQ"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        </floatingPmntDesc>
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                        <rcptCurCd>USD</rcptCurCd>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326163"/>
                </identifiers>
                <balance>300</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>6548.65</valUSD>
                <pctVal>0.076251790811</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>KISSEI PHARMACEUTICAL CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="4547.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>6600.6</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-53.87</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326169"/>
                </identifiers>
                <balance>200</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>10687.82</valUSD>
                <pctVal>0.124447850299</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>PRORED PARTNERS CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="7034.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-5.25" pmntAmt="-40.91">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PRORED PARTNERS CO LTD" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-150.49</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326178"/>
                </identifiers>
                <balance>180</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.134957746064</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>FURUYA METAL CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <terminationDt>2025-01-28</terminationDt>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326184"/>
                </identifiers>
                <balance>400</balance>
                <units>NC</units>
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                <pctVal>0.066401521678</pctVal>
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                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>RESORTTRUST INC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="4681.T"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326196"/>
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                <balance>3100</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <isRestrictedSec>N</isRestrictedSec>

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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>CHIYODA CORP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326199"/>
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                <balance>300</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SAIZERIYA CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
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                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SAIZERIYA CO LTD" floatingRtSpread="0" pmntAmt="46.15">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-1.45">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>5422.53</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>253.1</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326223"/>
                </identifiers>
                <balance>883</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7702.75</valUSD>
                <pctVal>0.089690009646</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>FILA  SPA</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="FILA.MI"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.875" pmntAmt="-5.56">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FILA SPA" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>7651.81</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-56.5</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326224"/>
                </identifiers>
                <balance>4837</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>13737.92</valUSD>
                <pctVal>0.159962893423</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>PIAGGIO &amp; C. S.P.A.</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="PIA.MI"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PIAGGIO &amp; C SPA" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-3.99">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>13858.01</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-124.08</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326226"/>
                </identifiers>
                <balance>238</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>21301.3</valUSD>
                <pctVal>0.248030093469</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SESA SPA</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="SES.MI"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SESA SPA" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-4.95">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>20764.55</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>531.8</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326234"/>
                </identifiers>
                <balance>16433</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>24339.23</valUSD>
                <pctVal>0.283403430394</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>TED BAKER PLC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="TED.L"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.3" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="TED BAKER PLC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>21343.18</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-2996.05</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326241"/>
                </identifiers>
                <balance>476</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>2118.77</valUSD>
                <pctVal>0.024670734703</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>DBV TECHNOLOGIES SA</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="DBV.PA"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-4.625" pmntAmt="-14.06">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="DBV TECHNOLOGIES SA" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>2078.69</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-54.14</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326256"/>
                </identifiers>
                <balance>1130</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>851.18</valUSD>
                <pctVal>0.009911050263</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ASTON MARTIN LAGONDA GLOBAL</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="AML.L"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-9.625" pmntAmt="-0.44">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ASTON MARTIN LAGONDA GLOBAL HOLDINGS PLC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>833.15</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-18.47</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326259"/>
                </identifiers>
                <balance>869</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>8379.13</valUSD>
                <pctVal>0.097565707121</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BREMBO SPA</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="BRBI.MI"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.3" pmntAmt="-1.34">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FRENI BREMBO SPA" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>8278.35</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-102.12</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326262"/>
                </identifiers>
                <balance>1340</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>21082.95</valUSD>
                <pctVal>0.245487649068</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>WH SMITH PLC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="SMWH.L"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.3" pmntAmt="-0.23">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="WH SMITH PLC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>19940</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-1143.18</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326268"/>
                </identifiers>
                <balance>2384</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>40718.72</valUSD>
                <pctVal>0.474124486652</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ENOVA INTERNATIONAL INC</issuerName>
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    <ticker value="ENVA.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ENOVA INTERNATIONAL INC" floatingRtSpread="0" pmntAmt="0">
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326277"/>
                </identifiers>
                <balance>2612</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>39493.44</valUSD>
                <pctVal>0.459857455395</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
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    <ticker value="CNOB.OQ"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326283"/>
                </identifiers>
                <balance>1227</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.632773832318</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>PC CONNECTION INC</issuerName>
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<identifiers>
    <ticker value="CNXN.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PC CONNECTION INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326286"/>
                </identifiers>
                <balance>2002</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>17417.4</valUSD>
                <pctVal>0.202806370972</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>WRAP TECHNOLOGIES INC</issuerName>
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<identifiers>
    <ticker value="WRTC.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="WRAP TECHNOLOGIES INC" floatingRtSpread="0" pmntAmt="0">
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-1290.58</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326292"/>
                </identifiers>
                <balance>760</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>21872.8</valUSD>
                <pctVal>0.254684579271</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>EAGLE BANCORP INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="EGBN.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>309.13</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326320"/>
                </identifiers>
                <balance>154</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>6657.42</valUSD>
                <pctVal>0.077518297234</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>COMMVAULT SYSTEMS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="CVLT.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="COMMVAULT SYSTEMS INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-46.2</unrealizedAppr>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326323"/>
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                <balance>1106</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7549.52</valUSD>
                <pctVal>0.087905815666</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>FACC AG</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="FACC.VI"/>
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                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326329"/>
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                <balance>1098</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.208523290375</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>BOSTON OMAHA CORP-CL A</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
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    <ticker value="BOMN.OQ"/>
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                        <swapFlag>Y</swapFlag>
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                </derivativeInfo>
                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326334"/>
                </identifiers>
                <balance>947</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.292099090932</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SERES THERAPEUTICS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="MCRB.OQ"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-2.71">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SERES THERAPEUTICS INC" floatingRtSpread="0" pmntAmt="0">
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                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>23390.9</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-1697.84</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326346"/>
                </identifiers>
                <balance>1041</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.245577423496</pctVal>
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                <assetCat>DE</assetCat>
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                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>BAR HARBOR BANKSHARES</issuerName>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326349"/>
                </identifiers>
                <balance>503</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>FRESHPET INC</issuerName>
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    <ticker value="FRPT.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                </derivativeInfo>
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                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326352"/>
                </identifiers>
                <balance>5723</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>17798.53</valUSD>
                <pctVal>0.207244208546</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>EROS STX GLOBAL CORP</issuerName>
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<identifiers>
    <ticker value="ESGC.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326358"/>
                </identifiers>
                <balance>383</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.115593134161</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>RADWARE LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="RDWR.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="RADWARE LTD" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326361"/>
                </identifiers>
                <balance>2603</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>22021.38</valUSD>
                <pctVal>0.256414629141</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                            <otherRefInst>
<issuerName>HOPE BANCORP INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="HOPE.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-2.29">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="HOPE BANCORP INC" floatingRtSpread="0" pmntAmt="-364.42">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-2.29</unrealizedAppr>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326367"/>
                </identifiers>
                <balance>1271</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>54093.76</valUSD>
                <pctVal>0.629862043578</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>M/I HOMES INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="MHO.N"/>
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                        <swapFlag>Y</swapFlag>
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                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326370"/>
                </identifiers>
                <balance>1290</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.30334150411</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>S &amp; T BANCORP INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="STBA.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="S&amp;T BANCORP INC" floatingRtSpread="0" pmntAmt="-361.2">
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                <securityLending>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326373"/>
                </identifiers>
                <balance>918</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.113625083084</pctVal>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                        <descRefInstrmnt>
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<issuerName>HOMOLOGY MEDICINES INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="FIXX.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326379"/>
                </identifiers>
                <balance>1740</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.467406890941</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>EBIX INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="EBIX.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-4.4">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>40333.2</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>187</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326423"/>
                </identifiers>
                <balance>1423</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>45706.76</valUSD>
                <pctVal>0.532204699007</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>FEDERAL SIGNAL CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="FSS.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL SIGNAL CORP" floatingRtSpread="0" pmntAmt="113.84">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
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                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326424"/>
                </identifiers>
                <balance>1421</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>24569.09</valUSD>
                <pctVal>0.286079896022</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>COMPUGEN LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="CGEN.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-3.29" pmntAmt="-53.94">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="COMPUGEN LTD" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>23574.39</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-1048.64</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
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                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326426"/>
                </identifiers>
                <balance>72</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>1210.32</valUSD>
                <pctVal>0.014092838593</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>QUANEX BUILDING PRODUCTS</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="NX.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="QUANEX BUILDING PRODUCTS CORP" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-0.31">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>11.93</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326428"/>
                </identifiers>
                <balance>566</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>39518.12</valUSD>
                <pctVal>0.460144826715</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ARENA PHARMACEUTICALS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="ARNA.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ARENA PHARMACEUTICALS INC" floatingRtSpread="0" pmntAmt="0">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-10.03">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>39127.58</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>380.51</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326430"/>
                </identifiers>
                <balance>439</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>27393.6</valUSD>
                <pctVal>0.318968192948</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BANK FIRST CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="BFC.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-2.99" pmntAmt="-66.8">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BANK FIRST CORP" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>27858.94</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>398.54</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326433"/>
                </identifiers>
                <balance>966</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>40823.16</valUSD>
                <pctVal>0.475340575011</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SONIC AUTOMOTIVE INC-CLASS A</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="SAH.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SONIC AUTOMOTIVE INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-12.11">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>41634.6</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-823.55</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326434"/>
                </identifiers>
                <balance>1499</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>29305.45</valUSD>
                <pctVal>0.341229572967</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>KRATOS DEFENSE &amp; SECURITY</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="KTOS.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="KRATOS DEFENSE &amp; SECURITY SOLUTIONS INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>29395.39</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>87.07</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326437"/>
                </identifiers>
                <balance>1954</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>28919.2</valUSD>
                <pctVal>0.336732118652</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ZYNEX INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="ZYXI.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-2.44" pmntAmt="-69.84">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ZYNEX MEDICAL HOLDINGS INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>29446.78</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>457.74</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326439"/>
                </identifiers>
                <balance>1240</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>22667.2</valUSD>
                <pctVal>0.263934489194</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>AKCEA THERAPEUTICS INC</issuerName>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326443"/>
                </identifiers>
                <balance>1020</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>50413.5</valUSD>
                <pctVal>0.587009483792</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
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    <ticker value="PTCT.OQ"/>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326445"/>
                </identifiers>
                <balance>3685</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>44625.35</valUSD>
                <pctVal>0.519612874875</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ALEXANDER &amp; BALDWIN INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="ALEX.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ALEXANDER &amp; BALDWIN INC" floatingRtSpread="0" pmntAmt="0">
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326448"/>
                </identifiers>
                <balance>2126</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>37991.62</valUSD>
                <pctVal>0.442370421506</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CUE BIOPHARMA INC</issuerName>
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<identifiers>
    <ticker value="CUE.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CUE BIOPHARMA INC" floatingRtSpread="0" pmntAmt="0">
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                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-131.79</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326451"/>
                </identifiers>
                <balance>2269</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>40547.03</valUSD>
                <pctVal>0.472125346377</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SIERRA BANCORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="BSRR.OQ"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-239.26</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326457"/>
                </identifiers>
                <balance>1389</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>34113.84</valUSD>
                <pctVal>0.397217959645</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>EVI INDUSTRIES INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="EVI.A"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-3.14" pmntAmt="-86.03">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="EVI INDUSTRIES INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>455.68</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326475"/>
                </identifiers>
                <balance>598</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>10459.02</valUSD>
                <pctVal>0.121783727199</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>TIMBERLAND BANCORP INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="TSBK.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="TIMBERLAND BANCORP INC/WA" floatingRtSpread="0" pmntAmt="119.6">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326484"/>
                </identifiers>
                <balance>500</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.11785158397</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>MIMASU SEMICONDUCTOR INDUST</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="8155.T"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326487"/>
                </identifiers>
                <balance>400</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.112134897445</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>MAEDA KOSEN CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="7821.T"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MAEDA KOSEN CO LTD" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>9507.24</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-140.57</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326495"/>
                </identifiers>
                <balance>400</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7156.68</valUSD>
                <pctVal>0.083331628085</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>UBE INDUSTRIES LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="4208.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="UBE INDUSTRIES LTD" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>7098.52</notionalAmt>
                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326502"/>
                </identifiers>
                <balance>434</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7509.75</valUSD>
                <pctVal>0.087442737975</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CIE AUTOMOTIVE SA</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="CIEA.MC"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CIE AUTOMOTIVE SA" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2.1">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
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                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>7480.86</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>26.79</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326517"/>
                </identifiers>
                <balance>10250</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7734.6</valUSD>
                <pctVal>0.090060867691</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>RESTAURANT GROUP PLC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="RTN.L"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.3" pmntAmt="-0.08">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="RESTAURANT GROUP PLC/THE" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>6875.7</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-858.98</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326520"/>
                </identifiers>
                <balance>830</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>72060.6</valUSD>
                <pctVal>0.839066036036</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>INSTALLED BUILDING PRODUCTS</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="IBP.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="INSTALLED BUILDING PRODUCTS INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-19.56">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>73114.7</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-1073.66</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326523"/>
                </identifiers>
                <balance>591</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>19727.58</valUSD>
                <pctVal>0.229705863554</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>WASHINGTON TRUST BANCORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="WASH.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-2.07">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="WASHINGTON TRUST BANCORP INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>20076.27</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>346.62</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326529"/>
                </identifiers>
                <balance>509</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>32341.86</valUSD>
                <pctVal>0.376585211173</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SHOCKWAVE MEDICAL INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="SWAV.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-2.61">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SHOCKWAVE MEDICAL INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>30840.31</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-1504.16</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326532"/>
                </identifiers>
                <balance>1329</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>41690.73</valUSD>
                <pctVal>0.485442468708</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>MILLER INDUSTRIES INC/TENN</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="MLR.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MILLER INDUSTRIES INC/TN" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-11.41">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>41597.7</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>81.62</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
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                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326559"/>
                </identifiers>
                <balance>4342</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>34432.06</valUSD>
                <pctVal>0.400923279806</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>AKOUSTIS TECHNOLOGIES INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="AKTS.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-12.29" pmntAmt="-363.89">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="AKOUSTIS TECHNOLOGIES INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>35343.88</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>547.93</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326560"/>
                </identifiers>
                <balance>2035</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>29507.5</valUSD>
                <pctVal>0.343582221885</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>R1 RCM INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="RCM.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="R1 RCM INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-8.97">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326562"/>
                </identifiers>
                <balance>5085</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>23136.75</valUSD>
                <pctVal>0.269401879935</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>NN INC</issuerName>
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    <ticker value="NNBR.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        </floatingPmntDesc>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326563"/>
                </identifiers>
                <balance>2202</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>5064.6</valUSD>
                <pctVal>0.05897166893</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                            <otherRefInst>
<issuerName>CERAGON NETWORKS LTD</issuerName>
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    <ticker value="CRNT.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326566"/>
                </identifiers>
                <balance>6837</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>38560.68</valUSD>
                <pctVal>0.448996496205</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>AXT INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="AXTI.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-276.81</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326567"/>
                </identifiers>
                <balance>5580</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>10083.05</valUSD>
                <pctVal>0.117405972121</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                            <otherRefInst>
<issuerName>PACT GROUP HOLDINGS LTD</issuerName>
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<identifiers>
    <ticker value="PGH.AX"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-722.77</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326570"/>
                </identifiers>
                <balance>413</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>41271.09</valUSD>
                <pctVal>0.48055622475</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>LINDSAY CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="LNN.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-4.31">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="LINDSAY CORP" floatingRtSpread="0" pmntAmt="-132.16">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>834.08</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326578"/>
                </identifiers>
                <balance>1239</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>15338.82</valUSD>
                <pctVal>0.178603604395</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>ISTAR INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="STAR.N"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ISTAR INC" floatingRtSpread="0" pmntAmt="-136.29">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>15549.45</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>72.8</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326579"/>
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                <balance>371</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>24994.27</valUSD>
                <pctVal>0.291030647157</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>INSPERITY INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="NSP.N"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-7.47">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-467.51</unrealizedAppr>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326582"/>
                </identifiers>
                <balance>365</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>22604.45</valUSD>
                <pctVal>0.263203834804</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>KORNIT DIGITAL LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="KRNT.OQ"/>
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                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-352.38</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326594"/>
                </identifiers>
                <balance>7616</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>49732.48</valUSD>
                <pctVal>0.579079758645</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>MOBILEIRON INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="MOBL.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326599"/>
                </identifiers>
                <balance>1158</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>22685.22</valUSD>
                <pctVal>0.264144312176</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>RETROPHIN INC</issuerName>
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    <ticker value="RTRX.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326616"/>
                </identifiers>
                <balance>2154</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>28723.59</valUSD>
                <pctVal>0.334454456416</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>VIAVI SOLUTIONS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="VIAV.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-3.05">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="VIAVI SOLUTIONS INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>28389.72</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-336.92</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326618"/>
                </identifiers>
                <balance>77</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>6897.66</valUSD>
                <pctVal>0.080315626488</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ALLAKOS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="ALLK.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-0.64">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ALLAKOS INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>6797.56</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-100.74</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326619"/>
                </identifiers>
                <balance>548</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>28369.96</valUSD>
                <pctVal>0.330336825945</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>NV5 GLOBAL INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="NVEE.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-3.25">
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                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="NV5 GLOBAL INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>29498.84</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>1125.63</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326624"/>
                </identifiers>
                <balance>900</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>10723.69</valUSD>
                <pctVal>0.124865516801</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ROLAND DG CORP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="6789.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ROLAND DG CORP" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2.91">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>10501.2</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>219.58</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326627"/>
                </identifiers>
                <balance>400</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>6699.71</valUSD>
                <pctVal>0.078010717539</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>MITSUI-SOKO HOLDINGS CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="9302.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MITSUI-SOKO HOLDINGS CO LTD" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-1.7">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>39.17</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326630"/>
                </identifiers>
                <balance>8745</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7357.27</valUSD>
                <pctVal>0.085667276916</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>GLENVEAGH PROPERTIES PLC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="GLV.I"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.3" pmntAmt="-1.24">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="GLENVEAGH PROPERTIES PLC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-192.86</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326648"/>
                </identifiers>
                <balance>1600</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>6118.11</valUSD>
                <pctVal>0.071238628401</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SKY PERFECT JSAT HOLDINGS</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="9412.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SKY PERFECT JSAT HOLDINGS INC" floatingRtSpread="0" pmntAmt="0">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-1.82">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>13.57</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326651"/>
                </identifiers>
                <balance>1381</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>13658.09</valUSD>
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                <payoffProfile>N/A</payoffProfile>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                    <other otherDesc="Internal ID" value="2326670"/>
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                <units>NC</units>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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<issuerName>GERON CORP</issuerName>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                    <other otherDesc="Internal ID" value="2326673"/>
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                <units>NC</units>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326704"/>
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                <balance>8204</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>ROYAL MAIL PLC</issuerName>
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    <ticker value="RMG.L"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ROYAL MAIL PLC" floatingRtSpread="0" pmntAmt="0">
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                        <curCd>USD</curCd>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326705"/>
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                <balance>763</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.323654744113</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>PRESTIGE CONSUMER HEALTHCARE</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="PBH.N"/>
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                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326706"/>
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                <balance>984</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.092119042512</pctVal>
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                <invCountry>US</invCountry>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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    <ticker value="PBFS.OQ"/>
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                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326707"/>
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                <balance>1115</balance>
                <units>NC</units>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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<issuerName>SOLID BIOSCIENCES INC</issuerName>
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    <ticker value="SLDB.OQ"/>
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                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326708"/>
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                <units>NC</units>
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<issuerName>ZAGG INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="ZAGG.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326722"/>
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                <units>NC</units>
                <curCd>USD</curCd>
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                <payoffProfile>N/A</payoffProfile>
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                            <otherRefInst>
<issuerName>RAMI LEVY CHAIN STORES HASHI</issuerName>
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</identifiers>
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                        <swapFlag>Y</swapFlag>
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                        <notionalAmt>11644.02</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>140.83</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326725"/>
                </identifiers>
                <balance>4904</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>19299.16</valUSD>
                <pctVal>0.2247173862</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>PETS AT HOME GROUP PLC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="PETSP.L"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PETS AT HOME GROUP PLC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-0.37">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>19330.59</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-31.8</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326743"/>
                </identifiers>
                <balance>88</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>8142.85</valUSD>
                <pctVal>0.094814487689</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>RHEINMETALL AG</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="RHMG.DE"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="RHEINMETALL AG" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2.55">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>8248.28</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-107.98</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326744"/>
                </identifiers>
                <balance>1119</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>30215.63</valUSD>
                <pctVal>0.351827613015</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>COMPUTACENTER PLC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="CCC.L"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="COMPUTACENTER PLC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-0.56">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>29730.38</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>484.69</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326745"/>
                </identifiers>
                <balance>4751</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>21300.92</valUSD>
                <pctVal>0.248025668789</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>DOMINO'S PIZZA GROUP PLC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="DOM.L"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="DOMINO'S PIZZA GROUP PLC" floatingRtSpread="0" pmntAmt="347.07">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-0.39">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>20820.78</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>826.82</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326746"/>
                </identifiers>
                <balance>5536</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>16502.56</valUSD>
                <pctVal>0.192154070375</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BALFOUR BEATTY PLC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="BALF.L"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BALFOUR BEATTY PLC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>16724.26</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-221.7</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326752"/>
                </identifiers>
                <balance>876</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>23459.28</valUSD>
                <pctVal>0.273157385282</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BOYD GAMING CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="BYD.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BOYD GAMING CORP" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-6.27">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>23546.88</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-93.87</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326755"/>
                </identifiers>
                <balance>163</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>44547.9</valUSD>
                <pctVal>0.518711055233</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>COCA-COLA CONSOLIDATED INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="COKE.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="COCA-COLA CONSOLIDATED INC" floatingRtSpread="0" pmntAmt="40.75">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-10.99">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>44859.23</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-281.57</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326758"/>
                </identifiers>
                <balance>540</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>38043</valUSD>
                <pctVal>0.442968684814</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CENTURY BANCORP INC -CL A</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="CNBKA.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CENTURY BANCORP INC/MA" floatingRtSpread="0" pmntAmt="75.6">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-11.4">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>38032.2</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>75</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326761"/>
                </identifiers>
                <balance>4641</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>39494.91</valUSD>
                <pctVal>0.45987457192</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ENERGY RECOVERY INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="ERII.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-3.83">
                            <rtResetTenors>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326777"/>
                </identifiers>
                <balance>477</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>40397.13</valUSD>
                <pctVal>0.470379926566</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
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    <ticker value="DORM.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326779"/>
                </identifiers>
                <balance>621</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.340428822331</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>CUBIC CORP</issuerName>
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    <ticker value="CUB.N"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326783"/>
                </identifiers>
                <balance>777</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>44731.89</valUSD>
                <pctVal>0.520853415413</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>BARRETT BUSINESS SVCS INC</issuerName>
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<identifiers>
    <ticker value="BBSI.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BARRETT BUSINESS SERVICES INC" floatingRtSpread="0" pmntAmt="233.1">
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                        <terminationDt>2025-01-28</terminationDt>
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                        <notionalAmt>44048.13</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>904.85</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326784"/>
                </identifiers>
                <balance>3269</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>35893.62</valUSD>
                <pctVal>0.417941530495</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>SHARPSPRING INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="SHSP.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326790"/>
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                <balance>382</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>32970.42</valUSD>
                <pctVal>0.383904097605</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>CONMED CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="CNMD.N"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-9.57">
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-254.05</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326791"/>
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                <balance>1615</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>28133.3</valUSD>
                <pctVal>0.327581181833</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>RAFAEL HOLDINGS INC-CLASS B</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="RFL.N"/>
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                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326835"/>
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                <balance>1392</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.306661062041</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>XBIOTECH INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="XBIT.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326838"/>
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                <balance>1500</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.15748367537</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>NISSAN SHATAI CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="7222.T"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-1013.45</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2326839"/>
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                <balance>2901</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>41310.24</valUSD>
                <pctVal>0.481012083226</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>ETHAN ALLEN INTERIORS INC</issuerName>
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    <ticker value="ETH.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-3.62">
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327146"/>
                </identifiers>
                <balance>1072</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>20882.56</valUSD>
                <pctVal>0.243154329016</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>THE BANK OF PRINCETON</issuerName>
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    <ticker value="BPRN.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327177"/>
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                <balance>1525</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <assetCat>DE</assetCat>
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                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>MIDLAND STATES BANCORP INC</issuerName>
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<identifiers>
    <ticker value="MSBI.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MIDLAND STATES BANCORP INC" floatingRtSpread="0" pmntAmt="-407.94">
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                        <curCd>USD</curCd>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327178"/>
                </identifiers>
                <balance>966</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>RICHMOND MUTUAL BANCORPORATI</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="RMBI.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-3.23">
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                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-119.15</unrealizedAppr>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327181"/>
                </identifiers>
                <balance>1635</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>12687.6</valUSD>
                <pctVal>0.147733077976</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>KEARNY FINANCIAL CORP/MD</issuerName>
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<identifiers>
    <ticker value="KRNY.OQ"/>
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                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327213"/>
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                <balance>901</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>HELIOS TECHNOLOGIES INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="HLIO.OQ"/>
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                        <swapFlag>Y</swapFlag>
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                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-183.8</unrealizedAppr>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327239"/>
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                <balance>500</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.097513426033</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>SANRIO CO LTD</issuerName>
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                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327245"/>
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                <balance>969</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.463502925937</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>UNIVERSAL ELECTRONICS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="UEIC.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327251"/>
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                <balance>353</balance>
                <units>NC</units>
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                <payoffProfile>N/A</payoffProfile>
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                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>ST JOE CO/THE</issuerName>
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    <ticker value="JOE.N"/>
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                        <swapFlag>Y</swapFlag>
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                        <notionalAmt>8168.42</notionalAmt>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327269"/>
                </identifiers>
                <balance>3482</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>26149.82</valUSD>
                <pctVal>0.304485749639</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>VALLEY NATIONAL BANCORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
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    <ticker value="VLY.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-2.8">
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="VALLEY NATIONAL BANCORP" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>1181.08</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327291"/>
                </identifiers>
                <balance>367</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>14922.22</valUSD>
                <pctVal>0.173752757877</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>MATERIALISE NV-ADR</issuerName>
<issueTitle>COMMON STOCK - ADR</issueTitle>
<identifiers>
    <ticker value="MTLS.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-28.49" pmntAmt="-245.37">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MATERIALISE NV" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>13149.61</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-2017.98</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327306"/>
                </identifiers>
                <balance>1014</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>23322</valUSD>
                <pctVal>0.271558911422</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>TRANSCONTINENTAL REALTY INV</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="TCI.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-2.54">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="TRANSCONTINENTAL REALTY INVESTORS INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>23423.4</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>98.86</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327309"/>
                </identifiers>
                <balance>84</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>903</valUSD>
                <pctVal>0.010514436884</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>EVENTBRITE INC-CLASS A</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="EB.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.75" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="EVENTBRITE INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>881.16</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-21.84</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327317"/>
                </identifiers>
                <balance>1028</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>16345.2</valUSD>
                <pctVal>0.19032178711</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>EQUITY BANCSHARES INC - CL A</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="EQBK.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-1.53">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="EQUITY BANCSHARES INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>16283.52</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-63.21</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327321"/>
                </identifiers>
                <balance>593</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7797.95</valUSD>
                <pctVal>0.090798508418</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>AMERANT BANCORP INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="AMTB.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-0.59">
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="AMERANT BANCORP INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>7774.23</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-24.31</unrealizedAppr>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327335"/>
                </identifiers>
                <balance>598</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>45107.14</valUSD>
                <pctVal>0.525222786887</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>VISTEON CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="VC.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-4.72">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="VISTEON CORP" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>45346.34</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>234.48</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327338"/>
                </identifiers>
                <balance>453</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>27257.01</valUSD>
                <pctVal>0.317377753376</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>COMMUNITY BANK SYSTEM INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="CBU.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-2.79">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="COMMUNITY BANK SYSTEM INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>27633</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>373.2</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327356"/>
                </identifiers>
                <balance>1134</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>62914.32</valUSD>
                <pctVal>0.732567715122</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CRYOPORT INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="CYRX.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.59" pmntAmt="-17.23">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327369"/>
                </identifiers>
                <balance>300</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>8219.8</valUSD>
                <pctVal>0.095710485383</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                            <otherRefInst>
<issuerName>KFC HOLDINGS JAPAN LTD</issuerName>
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    <ticker value="9873.T"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327398"/>
                </identifiers>
                <balance>300</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>6797.9</valUSD>
                <pctVal>0.079154031556</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                            <otherRefInst>
<issuerName>MEGMILK SNOW BRAND CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="2270.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MEGMILK SNOW BRAND CO LTD" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
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                        <rcptCurCd>USD</rcptCurCd>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327403"/>
                </identifiers>
                <balance>4014</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>11309.21</valUSD>
                <pctVal>0.131683250006</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>RELIANCE WORLDWIDE CORP LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="RWC.AX"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-1.14417" pmntAmt="-6.88">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="RELIANCE WORLDWIDE CORP LTD" floatingRtSpread="0" pmntAmt="-101.53">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>10973.87</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-443.75</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327411"/>
                </identifiers>
                <balance>1500</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>12746.07</valUSD>
                <pctVal>0.148413896497</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ATOM CORP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="7412.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-2.625" pmntAmt="-23.54">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>12316.2</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-453.41</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327426"/>
                </identifiers>
                <balance>900</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>8650.33</valUSD>
                <pctVal>0.100723531354</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>NEXTAGE CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="3186.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.3" pmntAmt="-1.48">
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                        </floatingRecDesc>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>9004.68</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>352.87</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327432"/>
                </identifiers>
                <balance>5903</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>13409.57</valUSD>
                <pctVal>0.156139620609</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>NEARMAP LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="NEA.AX"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-3.58837" pmntAmt="-27.66">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-287.71</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327435"/>
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                <balance>200</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.060267052212</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>FUKUI COMPUTER HOLDINGS INC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="9790.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FUKUI COMPUTER HOLDINGS INC" floatingRtSpread="0" pmntAmt="0">
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
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                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327450"/>
                </identifiers>
                <balance>1440</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>33527.26</valUSD>
                <pctVal>0.390387883911</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SUSHIRO GLOBAL HOLDINGS LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="3563.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SUSHIRO GLOBAL HOLDINGS LTD" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
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                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327455"/>
                </identifiers>
                <balance>28000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>9718.46</valUSD>
                <pctVal>0.113160724565</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                            <otherRefInst>
<issuerName>SHUN TAK HOLDINGS LTD</issuerName>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327472"/>
                </identifiers>
                <balance>400</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>4947.36</valUSD>
                <pctVal>0.057606538719</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>CMIC HOLDINGS CO LTD</issuerName>
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    <ticker value="2309.T"/>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <identifiers>
                    <other otherDesc="Internal ID" value="2327474"/>
                </identifiers>
                <balance>200</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.108328508278</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>BLACKMORES LTD</issuerName>
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    <ticker value="BKL.AX"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327475"/>
                </identifiers>
                <balance>300</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.053725861505</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <issuerCat>CORP</issuerCat>
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                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SAINT MARC HOLDINGS CO LTD</issuerName>
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<identifiers>
    <ticker value="3395.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ST MARC HOLDINGS CO LTD" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>4534.74</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>78.05</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327482"/>
                </identifiers>
                <balance>600</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>6441.01</valUSD>
                <pctVal>0.074998441989</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>SANKI ENGINEERING CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="1961.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        </floatingPmntDesc>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-54.5</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327495"/>
                </identifiers>
                <balance>300</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.115597908158</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ARGO GRAPHICS INC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="7595.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ARGO GRAPHICS INC" floatingRtSpread="0" pmntAmt="0">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2.82">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>4.34</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327498"/>
                </identifiers>
                <balance>400</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>11386.49</valUSD>
                <pctVal>0.132583090186</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CAWACHI LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="2664.T"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CAWACHI LTD" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
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                </derivativeInfo>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327510"/>
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                <balance>1000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>LEC INC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="7874.T"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327518"/>
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                <balance>1327</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>35762.76</valUSD>
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                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ALTIUM LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="ALU.AX"/>
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                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ALTIUM LTD" floatingRtSpread="0" pmntAmt="0">
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                        <curCd>USD</curCd>
                        <unrealizedAppr>338.93</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327522"/>
                </identifiers>
                <balance>200</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>3587.78</valUSD>
                <pctVal>0.041775732408</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SHINDENGEN ELECTRIC MFG</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="6844.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SHINDENGEN ELECTRIC MANUFACTURING CO LTD" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-1.14">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>3530.46</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>56.18</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327525"/>
                </identifiers>
                <balance>500</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>12835.76</valUSD>
                <pctVal>0.14945823741</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>NIFCO INC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="7988.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="NIFCO INC/JAPAN" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-3.36">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>12729.6</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>102.8</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327534"/>
                </identifiers>
                <balance>1800</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>14615.49</valUSD>
                <pctVal>0.170181226066</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>W-SCOPE CORP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="6619.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-10.75" pmntAmt="-103.35">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="W-SCOPE CORP" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>14813.28</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>94.44</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327540"/>
                </identifiers>
                <balance>8</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7991.31</valUSD>
                <pctVal>0.093049971891</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>DAIWA SECURITIES LIVING INVE</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="8986.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="DAIWA SECURITIES LIVING INVESTMENTS CORP" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2.34">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>7771.15</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>217.82</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327549"/>
                </identifiers>
                <balance>800</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>6057.69</valUSD>
                <pctVal>0.070535104285</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SCALA INC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="4845.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SCALA INC" floatingRtSpread="0" pmntAmt="93.58">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-1.35">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>6177.84</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-27.92</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327552"/>
                </identifiers>
                <balance>200</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>6542.98</valUSD>
                <pctVal>0.076185769928</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>FANCL CORP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="4921.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FANCL CORP" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-1.76">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>6425.86</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>115.36</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327568"/>
                </identifiers>
                <balance>900</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>10120.38</valUSD>
                <pctVal>0.117840638709</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>YAMASHIN-FILTER CORP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="6240.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-4.375" pmntAmt="-29.68">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="YAMASHIN-FILTER CORP" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>10137.6</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-12.46</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327569"/>
                </identifiers>
                <balance>500</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>4819.9</valUSD>
                <pctVal>0.056122407905</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ITOKURO INC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="6049.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-11.375" pmntAmt="-47.2">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ITOKURO INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>4918.05</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>50.95</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327570"/>
                </identifiers>
                <balance>9760</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7810.36</valUSD>
                <pctVal>0.090943009151</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>AUSTRALIAN PHARMA INDUS LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="API.AX"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="AUSTRALIAN PHARMACEUTICAL INDUSTRIES LTD" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2.21">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
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                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>7693.81</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>114.34</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327585"/>
                </identifiers>
                <balance>400</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7968.65</valUSD>
                <pctVal>0.092786121238</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>NIPPON DENSETSU KOGYO CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="1950.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="NIPPON DENSETSU KOGYO CO LTD" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327611"/>
                </identifiers>
                <balance>800</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>23377.24</valUSD>
                <pctVal>0.272202120164</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>IGNIS LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="3689.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-8.375" pmntAmt="-89.02">
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="IGNIS LTD" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>21096.32</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-2369.94</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327624"/>
                </identifiers>
                <balance>500</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>15908.98</valUSD>
                <pctVal>0.185242487378</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                            <otherRefInst>
<issuerName>FUJI KYUKO CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="9010.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FUJI KYUKO CO LTD" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>15054.7</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-867.08</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327625"/>
                </identifiers>
                <balance>400</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>8867.49</valUSD>
                <pctVal>0.10325211952</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>MIXI INC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="2121.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MIXI INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2.42">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>8808.32</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>56.75</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327627"/>
                </identifiers>
                <balance>1173</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>16506.99</valUSD>
                <pctVal>0.192205652828</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SEVEN GROUP HOLDINGS LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="SVW.AX"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SEVEN GROUP HOLDINGS LTD" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-4.15">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>16356.66</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>146.18</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327641"/>
                </identifiers>
                <balance>300</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>9304.63</valUSD>
                <pctVal>0.108342131635</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>KOMERI CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="8218.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="KOMERI CO LTD" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2.75">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>9258.3</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>43.58</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327642"/>
                </identifiers>
                <balance>700</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>5518.58</valUSD>
                <pctVal>0.064257764231</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SYUPPIN CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="3179.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SYUPPIN CO LTD" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-1.29">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>5629.19</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-111.9</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327665"/>
                </identifiers>
                <balance>900</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>8454.89</valUSD>
                <pctVal>0.098447848581</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>TOKAI CARBON CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="5301.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-1.25" pmntAmt="-7.76">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="TOKAI CARBON CO., LTD" floatingRtSpread="0" pmntAmt="-125.33">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>8125.29</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-462.69</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327666"/>
                </identifiers>
                <balance>100</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>5740.45</valUSD>
                <pctVal>0.066841195141</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SEC CARBON LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="5304.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-10.75" pmntAmt="-51.17">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SEC CARBON LTD" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>5430.03</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-361.59</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327672"/>
                </identifiers>
                <balance>300</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7115.14</valUSD>
                <pctVal>0.0828479407</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>LINTEC CORP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="7966.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="LINTEC CORP" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2.1">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>7071.27</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>41.77</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327681"/>
                </identifiers>
                <balance>700</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>5670.59</valUSD>
                <pctVal>0.066027752659</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SPRIX LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="7030.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-6.125" pmntAmt="-22.77">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SPRIX LTD" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>5754.14</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>60.78</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327683"/>
                </identifiers>
                <balance>1500</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>14615.49</valUSD>
                <pctVal>0.170181226066</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>KUMIAI CHEMICAL INDUSTRY CO</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="4996.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.3" pmntAmt="-2.52">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="KUMIAI CHEMICAL INDUSTRY CO LTD" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>14951.4</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>333.39</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327694"/>
                </identifiers>
                <balance>5500</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>20979.08</valUSD>
                <pctVal>0.244278197729</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>TOYO CONSTRUCTION CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="1890.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="TOYO CONSTRUCTION CO LTD" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-5.92">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>20409.4</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>563.76</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327696"/>
                </identifiers>
                <balance>10932</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>18412.82</valUSD>
                <pctVal>0.214396936601</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>NATIONAL EXPRESS GROUP PLC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="NEX.L"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.3" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="NATIONAL EXPRESS GROUP PLC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>18935.32</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>522.5</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327711"/>
                </identifiers>
                <balance>272</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>8582.19</valUSD>
                <pctVal>0.099930116372</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BRUNELLO CUCINELLI SPA</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="BCU.MI"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.3" pmntAmt="-1.31">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BRUNELLO CUCINELLI SPA" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>8344.31</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-239.19</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327724"/>
                </identifiers>
                <balance>1147</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>9812.81</valUSD>
                <pctVal>0.114259326027</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SMART METERING SYSTEMS PLC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="SMSS.L"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-3" pmntAmt="-1.49">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SMART METERING SYSTEMS PLC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>9230.02</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-584.28</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327748"/>
                </identifiers>
                <balance>293</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>19226.97</valUSD>
                <pctVal>0.223876813444</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ASOS PLC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="ASOS.L"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.3" pmntAmt="-0.23">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ASOS PLC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>19369.73</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>142.53</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327753"/>
                </identifiers>
                <balance>3227</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>19381.42</valUSD>
                <pctVal>0.225675212976</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>RSA INSURANCE GROUP PLC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="RSA.L"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.3" pmntAmt="-0.22">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="RSA INSURANCE GROUP PLC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>19196.45</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-185.19</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327765"/>
                </identifiers>
                <balance>3323</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>3635.57</valUSD>
                <pctVal>0.042332194134</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>JUVENTUS FOOTBALL CLUB SPA</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="JUVE.MI"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-8.5" pmntAmt="-24.8">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="JUVENTUS FOOTBALL CLUB SPA" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>3639.68</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-20.69</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327777"/>
                </identifiers>
                <balance>935</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>14877.2</valUSD>
                <pctVal>0.173228549739</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SCANDINAVIAN TOBACCO GROUP A</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="STOGR.CO"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SCANDINAVIAN TOBACCO GROUP A/S" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-4.09">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>14543.55</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>329.56</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327792"/>
                </identifiers>
                <balance>521</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>18459.04</valUSD>
                <pctVal>0.214935117413</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BAVARIAN NORDIC A/S</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="BAVA.CO"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BAVARIAN NORDIC A/S" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-4.76">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>17330.23</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>1124.05</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327800"/>
                </identifiers>
                <balance>1098</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>13011.28</valUSD>
                <pctVal>0.151501973802</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BILIA AB-A SHS</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="BILIa.ST"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BILIA AB" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-3.08">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>12956.29</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>51.91</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327820"/>
                </identifiers>
                <balance>1905</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>12872.6</valUSD>
                <pctVal>0.14988719849</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>INCHCAPE PLC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="INCH.L"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="INCHCAPE PLC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-0.24">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>12778.93</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>93.43</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327830"/>
                </identifiers>
                <balance>2240</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>20720.69</valUSD>
                <pctVal>0.241269531786</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>PHOENIX GROUP HOLDINGS PLC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="PHNX.L"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PHOENIX GROUP HOLDINGS PLC" floatingRtSpread="0" pmntAmt="686.36">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-0.39">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>20803.33</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>603.33</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327870"/>
                </identifiers>
                <balance>1646</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>45906.94</valUSD>
                <pctVal>0.534535573841</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>HMS HOLDINGS CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="HMSY.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="HMS HOLDINGS CORP" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-15.69">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>47207.28</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-1316.03</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327905"/>
                </identifiers>
                <balance>151</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>32569.19</valUSD>
                <pctVal>0.379232217747</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>TELADOC HEALTH INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="TDOC.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-3.23">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="TELADOC HEALTH INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>8.85</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327906"/>
                </identifiers>
                <balance>350</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>8102.5</valUSD>
                <pctVal>0.094344656539</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>MAXAR TECHNOLOGIES INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="MAXR.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.54" pmntAmt="-2.18">
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                        </floatingRecDesc>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <notionalAmt>8225</notionalAmt>
                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327909"/>
                </identifiers>
                <balance>661</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>54876.22</valUSD>
                <pctVal>0.6389729254</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CORVEL CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="CRVL.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-15.24">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>54717.58</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>143.4</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327921"/>
                </identifiers>
                <balance>1889</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>34549.81</valUSD>
                <pctVal>0.402294348403</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>REGIONAL MANAGEMENT CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="RM.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-8.87">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>35683.21</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-1142.27</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327924"/>
                </identifiers>
                <balance>8666</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>37740.43</valUSD>
                <pctVal>0.439445591605</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>AGENUS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="AGEN.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="AGENUS INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-7.93">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>2808.52</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327927"/>
                </identifiers>
                <balance>1578</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>30171.36</valUSD>
                <pctVal>0.351312137798</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>RCI HOSPITALITY HOLDINGS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="RICK.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="RCI HOSPITALITY HOLDINGS INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-5.83">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>29082.54</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>1082.99</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327936"/>
                </identifiers>
                <balance>462</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>15809.64</valUSD>
                <pctVal>0.184085782882</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>AIMMUNE THERAPEUTICS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="PVT00900T107"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.74" pmntAmt="-3.4">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="AIMMUNE THERAPEUTICS INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-10273.66</unrealizedAppr>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327939"/>
                </identifiers>
                <balance>938</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>3062.57</valUSD>
                <pctVal>0.03566024249</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>GTY TECHNOLOGY HOLDINGS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="GTYH.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="GTY TECHNOLOGY HOLDINGS INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-211.05</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327951"/>
                </identifiers>
                <balance>734</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>70486.02</valUSD>
                <pctVal>0.820731792371</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>MERITAGE HOMES CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="MTH.N"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-28.39">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>72262.3</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-1804.67</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327966"/>
                </identifiers>
                <balance>8977</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>44436.15</valUSD>
                <pctVal>0.517409850004</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>PZENA INVESTMENT MANAGM-CL A</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="PZN.N"/>
</identifiers>
                            </otherRefInst>
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                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                    <other otherDesc="Internal ID" value="2327970"/>
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                <units>NC</units>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                    <other otherDesc="Internal ID" value="2327982"/>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2327994"/>
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                <balance>10324</balance>
                <units>NC</units>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328008"/>
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                <balance>13106</balance>
                <units>NC</units>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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<issuerName>22ND CENTURY GROUP INC</issuerName>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328009"/>
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                <balance>536</balance>
                <units>NC</units>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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    <ticker value="NRC.OQ"/>
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                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328018"/>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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<issuerName>FABRINET</issuerName>
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    <ticker value="FN.N"/>
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                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
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                    <other otherDesc="Internal ID" value="2328024"/>
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<issuerName>AIR TRANSPORT SERVICES GROUP</issuerName>
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    <ticker value="ATSG.OQ"/>
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                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <identifiers>
                    <other otherDesc="Internal ID" value="2328030"/>
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<issuerName>TOPBUILD CORP</issuerName>
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<identifiers>
    <ticker value="BLD.N"/>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328042"/>
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                <units>NC</units>
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                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>TRICO BANCSHARES</issuerName>
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    <ticker value="TCBK.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328051"/>
                </identifiers>
                <balance>1753</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>67858.63</valUSD>
                <pctVal>0.790138739963</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ARTISAN PARTNERS ASSET MA -A</issuerName>
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<identifiers>
    <ticker value="APAM.N"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328054"/>
                </identifiers>
                <balance>2842</balance>
                <units>NC</units>
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                <pctVal>0.10390871874</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>UNITY BIOTECHNOLOGY INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="UBX.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="UNITY BIOTECHNOLOGY INC" floatingRtSpread="0" pmntAmt="0">
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                        <curCd>USD</curCd>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328067"/>
                </identifiers>
                <balance>1344</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.19327002124</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>MALVERN BANCORP INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="MLVF.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MALVERN BANCORP INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328073"/>
                </identifiers>
                <balance>1639</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.480925452649</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>SMART GLOBAL HOLDINGS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="SGH.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                </derivativeInfo>
                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328078"/>
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                <balance>1414</balance>
                <units>NC</units>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>GRANITE CONSTRUCTION INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="GVA.N"/>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328085"/>
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                <balance>5253</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.080126646078</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>ROCKWELL MEDICAL INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="RMTI.OQ"/>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328093"/>
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                <balance>1099</balance>
                <units>NC</units>
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                <payoffProfile>N/A</payoffProfile>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>ATLANTIC UNION BANKSHARES CO</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="AUB.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328095"/>
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                <balance>6420</balance>
                <units>NC</units>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
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    <ticker value="UBFO.OQ"/>
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                        <swapFlag>Y</swapFlag>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328101"/>
                </identifiers>
                <balance>1409</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>28814.05</valUSD>
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                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>FIRST BANCORP/NC</issuerName>
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    <ticker value="FBNC.OQ"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328104"/>
                </identifiers>
                <balance>10464</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>28252.8</valUSD>
                <pctVal>0.328972627246</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>LIVEXLIVE MEDIA INC</issuerName>
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    <ticker value="LIVX.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328109"/>
                </identifiers>
                <balance>1165</balance>
                <units>NC</units>
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                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>KORN FERRY</issuerName>
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    <ticker value="KFY.N"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328125"/>
                </identifiers>
                <balance>6635</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.319072405805</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>RIVERVIEW BANCORP INC</issuerName>
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    <ticker value="RVSB.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                        <terminationDt>2025-01-28</terminationDt>
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                        <notionalAmt>27535.25</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-142.49</unrealizedAppr>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328128"/>
                </identifiers>
                <balance>652</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>29503</valUSD>
                <pctVal>0.343529824359</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SURMODICS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="SRDX.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SURMODICS INC" floatingRtSpread="0" pmntAmt="0">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-8.86">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-432.66</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328136"/>
                </identifiers>
                <balance>1240</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>32413.6</valUSD>
                <pctVal>0.377420544176</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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<issuerName>UNITED BANKSHARES INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="UBSI.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
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                <securityLending>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328146"/>
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                <balance>1051</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <payoffProfile>N/A</payoffProfile>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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<issuerName>HAWAIIAN HOLDINGS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="HA.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <curCd>USD</curCd>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328151"/>
                </identifiers>
                <balance>1744</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.422384607822</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>ENERPAC TOOL GROUP CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="EPAC.N"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>519.59</unrealizedAppr>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328152"/>
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                <balance>2149</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>GAMCO INVESTORS INC-A</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="GBL.N"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328166"/>
                </identifiers>
                <balance>4678</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>12349.92</valUSD>
                <pctVal>0.143801167625</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>EAGLE BULK SHIPPING INC</issuerName>
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    <ticker value="EGLE.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328167"/>
                </identifiers>
                <balance>1812</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <payoffProfile>N/A</payoffProfile>
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                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>UPWORK INC</issuerName>
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    <ticker value="UPWK.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328170"/>
                </identifiers>
                <balance>786</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7702.8</valUSD>
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                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>EUREKA HOMESTEAD BANCORP INC</issuerName>
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    <ticker value="ERKH.PK"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328180"/>
                </identifiers>
                <balance>505</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.064093818194</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>DONNELLEY FINANCIAL SOLUTION</issuerName>
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    <ticker value="DFIN.N"/>
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                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328181"/>
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                <balance>1923</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.533582521063</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>HERMAN MILLER INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="MLHR.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-994.05</unrealizedAppr>
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                <securityLending>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328185"/>
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                <balance>1823</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.461258798118</pctVal>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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<issuerName>GRIFFON CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
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    <ticker value="GFF.N"/>
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                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328188"/>
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                <balance>767</balance>
                <units>NC</units>
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                <pctVal>0.094399266405</pctVal>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>TRICIDA INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="TCDA.OQ"/>
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                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-139.12</unrealizedAppr>
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                <securityLending>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328190"/>
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                <balance>4724</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.638616855101</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>MOLECULAR TEMPLATES INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="MTEM.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                        <unrealizedAppr>3810.82</unrealizedAppr>
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                <securityLending>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328193"/>
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                <balance>6318</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>17753.58</valUSD>
                <pctVal>0.206720815481</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ZIOPHARM ONCOLOGY INC</issuerName>
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</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328216"/>
                </identifiers>
                <balance>1251</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>17701.65</valUSD>
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                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328222"/>
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                <balance>205</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <assetCat>DE</assetCat>
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                <fairValLevel>2</fairValLevel>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
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    <ticker value="URGN.OQ"/>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328248"/>
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                <balance>1880</balance>
                <units>NC</units>
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                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>WILLSCOT MOBILE MINI HOLDING</issuerName>
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                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="WILLSCOT MOBILE MINI HOLDINGS CORP" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328261"/>
                </identifiers>
                <balance>1429</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.344679542518</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>HEALTHSTREAM INC</issuerName>
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    <ticker value="HSTM.OQ"/>
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                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="HEALTHSTREAM INC" floatingRtSpread="0" pmntAmt="0">
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                        <curCd>USD</curCd>
                        <unrealizedAppr>240.94</unrealizedAppr>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328262"/>
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                <balance>525</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.21731873909</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>MGP INGREDIENTS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="MGPI.OQ"/>
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                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MGP INGREDIENTS INC" floatingRtSpread="0" pmntAmt="-63">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328268"/>
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                <balance>3495</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.522529088294</pctVal>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>HOSTESS BRANDS INC</issuerName>
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<identifiers>
    <ticker value="TWNK.OQ"/>
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                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328273"/>
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                <balance>647</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.213577555734</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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<issuerName>GERMAN AMERICAN BANCORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="GABC.OQ"/>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328280"/>
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                <balance>2613</balance>
                <units>NC</units>
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                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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<issuerName>CIVISTA BANCSHARES INC</issuerName>
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                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328287"/>
                </identifiers>
                <balance>838</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>26807.62</valUSD>
                <pctVal>0.312145103551</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>TOOTSIE ROLL INDS</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="TR.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.59" pmntAmt="-10.81">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="TOOTSIE ROLL INDUSTRIES INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>399.81</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328288"/>
                </identifiers>
                <balance>868</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>10372.6</valUSD>
                <pctVal>0.120777461822</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>OMEROS CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="OMER.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-1.79" pmntAmt="-16.76">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OMEROS CORP" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-225.08</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328289"/>
                </identifiers>
                <balance>1047</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>38372.55</valUSD>
                <pctVal>0.446805930302</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SERVISFIRST BANCSHARES INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="SFBS.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-4.14">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SERVISFIRST BANCSHARES INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>39388.14</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>1011.45</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328292"/>
                </identifiers>
                <balance>1000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>21280</valUSD>
                <pctVal>0.247782078512</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>FIRST BANCORP INC/ME</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="FNLC.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-2.18">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FIRST BANCORP INC/THE" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>20720</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-562.18</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328307"/>
                </identifiers>
                <balance>1708</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>26644.8</valUSD>
                <pctVal>0.310249244622</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BANKWELL FINANCIAL GROUP INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="BWFG.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-2.8">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BANKWELL FINANCIAL GROUP INC" floatingRtSpread="0" pmntAmt="-239.12">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>26644.8</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-241.92</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328316"/>
                </identifiers>
                <balance>71</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>941.46</valUSD>
                <pctVal>0.010962261073</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>NEXTGEN HEALTHCARE INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="NXGN.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="NEXTGEN HEALTHCARE INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-0.25">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>947.14</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-5.93</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328319"/>
                </identifiers>
                <balance>1672</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>54340</valUSD>
                <pctVal>0.632729236201</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>LA-Z-BOY INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="LZB.N"/>
</identifiers>
                            </otherRefInst>
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                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="LA-Z-BOY INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-13.81">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>55627.44</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-1301.25</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328328"/>
                </identifiers>
                <balance>1705</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>8209.58</valUSD>
                <pctVal>0.09559148478</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>RUBIUS THERAPEUTICS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="RUBY.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-1.9927" pmntAmt="-13.82">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="RUBIUS THERAPEUTICS INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>8218.1</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-5.3</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328339"/>
                </identifiers>
                <balance>646</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>24929.14</valUSD>
                <pctVal>0.290272280297</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CAL-MAINE FOODS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="CALM.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-2.99">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                            <rtResetTenors>
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                            </rtResetTenors>
                        </floatingPmntDesc>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328358"/>
                </identifiers>
                <balance>467</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>21598.75</valUSD>
                <pctVal>0.251493569937</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>KAMAN CORP</issuerName>
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    <ticker value="KAMN.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328363"/>
                </identifiers>
                <balance>1457</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>RECRO PHARMA INC</issuerName>
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<identifiers>
    <ticker value="REPH.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="RECRO PHARMA INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328373"/>
                </identifiers>
                <balance>1729</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>59373.86</valUSD>
                <pctVal>0.691342971809</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>KFORCE INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="KFRC.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-1847.37</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328377"/>
                </identifiers>
                <balance>1719</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>29927.79</valUSD>
                <pctVal>0.348476034374</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>MOTORCAR PARTS OF AMERICA IN</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="MPAA.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-157.93</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328389"/>
                </identifiers>
                <balance>2287</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>50725.66</valUSD>
                <pctVal>0.590644241951</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                            <otherRefInst>
<issuerName>LIVE OAK BANCSHARES INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="LOB.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-4.15">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="LIVE OAK BANCSHARES INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-4452.36</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328407"/>
                </identifiers>
                <balance>614</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7754.82</valUSD>
                <pctVal>0.090296307241</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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<issuerName>AMBAC FINANCIAL GROUP INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="AMBC.N"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>29.86</unrealizedAppr>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328417"/>
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                <balance>2827</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.392044926561</pctVal>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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<issuerName>PROVIDENT FINANCIAL HLDGS</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="PROV.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328418"/>
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                <balance>2857</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.182633672778</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>3D SYSTEMS CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="DDD.N"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="3D SYSTEMS CORP" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
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                        <notionalAmt>15170.67</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-522.86</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328422"/>
                </identifiers>
                <balance>988</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>48935.64</valUSD>
                <pctVal>0.569801437619</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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<issuerName>OXFORD INDUSTRIES INC</issuerName>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <identifiers>
                    <other otherDesc="Internal ID" value="2328434"/>
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                <balance>3269</balance>
                <units>NC</units>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328436"/>
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                <units>NC</units>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>MALIBU BOATS INC - A</issuerName>
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                        <swapFlag>Y</swapFlag>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328437"/>
                </identifiers>
                <balance>2738</balance>
                <units>NC</units>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                <securityLending>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328457"/>
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                <balance>94</balance>
                <units>NC</units>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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<issuerName>GENERAC HOLDINGS INC</issuerName>
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<identifiers>
    <ticker value="GNRC.N"/>
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                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328458"/>
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                <units>NC</units>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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<issuerName>BANK OF MARIN BANCORP/CA</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
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                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328460"/>
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                <balance>5256</balance>
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                <invCountry>US</invCountry>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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<issuerName>ADAPTIMMUNE THERAPEUTICS-ADR</issuerName>
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    <ticker value="ADAP.OQ"/>
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                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <identifiers>
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<issuerName>OIL-DRI CORP OF AMERICA</issuerName>
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    <ticker value="ODC.N"/>
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                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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<issuerName>ROADRUNNER TRANSPORTATION SY</issuerName>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328485"/>
                </identifiers>
                <balance>2491</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>74555.63</valUSD>
                <pctVal>0.868117902547</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>1-800-FLOWERS.COM INC-CL A</issuerName>
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    <ticker value="FLWS.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="1-800-FLOWERS.COM INC" floatingRtSpread="0" pmntAmt="0">
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328486"/>
                </identifiers>
                <balance>799</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>18920.32</valUSD>
                <pctVal>0.220306213145</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ORIGIN BANCORP INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="OBNK.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ORIGIN BANCORP INC" floatingRtSpread="0" pmntAmt="-73.91">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328487"/>
                </identifiers>
                <balance>970</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>56783.8</valUSD>
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                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>ENSIGN GROUP INC/THE</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="ENSG.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328490"/>
                </identifiers>
                <balance>8198</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>40744.06</valUSD>
                <pctVal>0.474419542943</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>VIRNETX HOLDING CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="VHC.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-1.468" pmntAmt="-49.01">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="VIRNETX HOLDING CORP" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>40908.02</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>114.95</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328502"/>
                </identifiers>
                <balance>5535</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>48154.5</valUSD>
                <pctVal>0.560705925739</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>OCULAR THERAPEUTIX INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="OCUL.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-4.6">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OCULAR THERAPEUTIX INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>52029</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>3869.9</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328509"/>
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                <balance>3376</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>24003.36</valUSD>
                <pctVal>0.279492595493</pctVal>
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                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>GENCO SHIPPING &amp; TRADING LTD</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="GNK.N"/>
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                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="GENCO SHIPPING &amp; TRADING LTD" floatingRtSpread="0" pmntAmt="-67.52">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>23429.44</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-651.09</unrealizedAppr>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328510"/>
                </identifiers>
                <balance>13170</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>48729</valUSD>
                <pctVal>0.567395343225</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>IMMUNOGEN INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="IMGN.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-15.98">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-806.18</unrealizedAppr>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328511"/>
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                <balance>1026</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.42135784919</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
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<issuerName>CORNERSTONE ONDEMAND INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="CSOD.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <unrealizedAppr>615.15</unrealizedAppr>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328521"/>
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                <balance>514</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.37938673223</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BIOHAVEN PHARMACEUTICAL HOLD</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="BHVN.N"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BIOHAVEN PHARMACEUTICAL HOLDING CO LTD" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328522"/>
                </identifiers>
                <balance>2256</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>45277.92</valUSD>
                <pctVal>0.527211331218</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SELECT MEDICAL HOLDINGS CORP</issuerName>
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    <ticker value="SEM.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                            <rtResetTenors>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328526"/>
                </identifiers>
                <balance>1020</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.719613649427</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CIRRUS LOGIC INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="CRUS.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CIRRUS LOGIC INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-19.52">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
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                        <notionalAmt>61608</notionalAmt>
                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328544"/>
                </identifiers>
                <balance>2639</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>24648.26</valUSD>
                <pctVal>0.287001743163</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CAPITOL FEDERAL FINANCIAL INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="CFFN.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CAPITOL FEDERAL FINANCIAL INC" floatingRtSpread="0" pmntAmt="-224.32">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-42.43</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328554"/>
                </identifiers>
                <balance>1414</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>50380.82</valUSD>
                <pctVal>0.586628961314</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>MACOM TECHNOLOGY SOLUTIONS H</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="MTSI.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>50479.8</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>93.64</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328563"/>
                </identifiers>
                <balance>3595</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>25488.55</valUSD>
                <pctVal>0.296785991413</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CARTER BANK &amp; TRUST</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="CARE.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-2.8">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CARTER BANK &amp; TRUST" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>25812.1</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>320.75</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328564"/>
                </identifiers>
                <balance>1200</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>43344</valUSD>
                <pctVal>0.504692970444</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BANNER CORPORATION</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="BANR.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BANNER CORP" floatingRtSpread="0" pmntAmt="492">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-12.77">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <notionalAmt>44304</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-480.77</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328565"/>
                </identifiers>
                <balance>4348</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>36218.84</valUSD>
                <pctVal>0.421728357919</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SUNSTONE HOTEL INVESTORS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="SHO.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SUNSTONE HOTEL INVESTORS INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-9.68">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328576"/>
                </identifiers>
                <balance>112</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7495.04</valUSD>
                <pctVal>0.087271456284</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>AGREE REALTY CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="ADC.N"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="AGREE REALTY CORP" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>7582.4</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>87.36</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328579"/>
                </identifiers>
                <balance>5053</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>39160.75</valUSD>
                <pctVal>0.455983648078</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <identifiers>
                    <other otherDesc="Internal ID" value="2328580"/>
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                <balance>954</balance>
                <units>NC</units>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                    <other otherDesc="Internal ID" value="2328583"/>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328588"/>
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                <balance>2579</balance>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <swapFlag>Y</swapFlag>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328594"/>
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                <balance>307</balance>
                <units>NC</units>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328601"/>
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                <balance>1841</balance>
                <units>NC</units>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                    <other otherDesc="Internal ID" value="2328604"/>
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                <balance>1601</balance>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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<issuerName>FIVE9 INC</issuerName>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                    <other otherDesc="Internal ID" value="2328616"/>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328621"/>
                </identifiers>
                <balance>1896</balance>
                <units>NC</units>
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                <valUSD>38431.92</valUSD>
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                <payoffProfile>N/A</payoffProfile>
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                <fairValLevel>2</fairValLevel>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>CAPITAL CITY BANK GROUP INC</issuerName>
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    <ticker value="CCBG.OQ"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328622"/>
                </identifiers>
                <balance>3370</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>61199.2</valUSD>
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                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>MARTEN TRANSPORT LTD</issuerName>
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    <ticker value="MRTN.OQ"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328625"/>
                </identifiers>
                <balance>4122</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.445644102492</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CORBUS PHARMACEUTICALS HOLDI</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="CRBP.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328636"/>
                </identifiers>
                <balance>1378</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>22302.93</valUSD>
                <pctVal>0.259692967684</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>AEGION CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="AEGN.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-2.48">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="AEGION CORP" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-36.93</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328646"/>
                </identifiers>
                <balance>5838</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>37304.82</valUSD>
                <pctVal>0.434373394649</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CROSS COUNTRY HEALTHCARE INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="CCRN.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CROSS COUNTRY HEALTHCARE INC" floatingRtSpread="0" pmntAmt="0">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-11.41">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328655"/>
                </identifiers>
                <balance>3087</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>33926.13</valUSD>
                <pctVal>0.395032284177</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BANC OF CALIFORNIA INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="BANC.N"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328658"/>
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                <balance>377</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.222428545826</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>COMFORT SYSTEMS USA INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="FIX.N"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328664"/>
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                <balance>1361</balance>
                <units>NC</units>
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                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
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<issuerName>INTERNATIONAL BANCSHARES CRP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="IBOC.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328675"/>
                </identifiers>
                <balance>509</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.635168981451</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>NOVANTA INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="NOVT.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-5.47">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="NOVANTA INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
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                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328687"/>
                </identifiers>
                <balance>12075</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>30066.75</valUSD>
                <pctVal>0.350094069977</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>RIGEL PHARMACEUTICALS INC</issuerName>
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    <ticker value="RIGL.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="RIGEL PHARMACEUTICALS INC" floatingRtSpread="0" pmntAmt="0">
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328703"/>
                </identifiers>
                <balance>1566</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>PAR TECHNOLOGY CORP/DEL</issuerName>
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    <ticker value="PAR.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328706"/>
                </identifiers>
                <balance>14441</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>THERAPEUTICSMD INC</issuerName>
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<identifiers>
    <ticker value="TXMD.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328709"/>
                </identifiers>
                <balance>1460</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>MERCHANTS BANCORP/IN</issuerName>
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<identifiers>
    <ticker value="MBIN.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-2.09" pmntAmt="-45.91">
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                        </floatingPmntDesc>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-162.71</unrealizedAppr>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328716"/>
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                <balance>2589</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>29721.72</valUSD>
                <pctVal>0.346076577</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>INSEEGO CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="INSG.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-25.44" pmntAmt="-750.09">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-1941.03</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328717"/>
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                <balance>1100</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>8085</valUSD>
                <pctVal>0.094140888382</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>BANK OF COMMERCE HOLDINGS</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="BOCH.OQ"/>
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                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2.53">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <notionalAmt>8305</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-222.53</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328724"/>
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                <balance>521</balance>
                <units>NC</units>
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                <pctVal>0.338751635743</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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    <ticker value="RAMP.N"/>
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                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328731"/>
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                <balance>2460</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>50676</valUSD>
                <pctVal>0.590066006142</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>HILLTOP HOLDINGS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="HTH.N"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                        <unrealizedAppr>428.91</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2328733"/>
                </identifiers>
                <balance>1012</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.33017707171</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SAUL CENTERS INC</issuerName>
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                        <swapFlag>Y</swapFlag>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2329277"/>
                </identifiers>
                <balance>24</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.102397341213</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
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    <ticker value="SPGI.N"/>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2331797"/>
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                <balance>729</balance>
                <units>NC</units>
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                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>WRIGHT MEDICAL GROUP NV</issuerName>
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    <ticker value="WMGI.OQ"/>
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                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="WRIGHT MEDICAL GROUP NV" floatingRtSpread="0" pmntAmt="0">
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                        <curCd>USD</curCd>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2331819"/>
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                <balance>6</balance>
                <units>NC</units>
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                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>SEABOARD CORP</issuerName>
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    <ticker value="SEB.A"/>
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                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2331820"/>
                </identifiers>
                <balance>443</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.443815428834</pctVal>
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                <invCountry>US</invCountry>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>LOGMEIN INC</issuerName>
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<identifiers>
    <ticker value="PVT54142L109"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-11.05</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2331837"/>
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                <balance>1692</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.208441550235</pctVal>
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                <invCountry>US</invCountry>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>PEOPLE'S UNITED FINANCIAL</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="PBCT.OQ"/>
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                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-69.7</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2331856"/>
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                <balance>290</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.369583038676</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>FIVE BELOW</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
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    <ticker value="FIVE.OQ"/>
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                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2332394"/>
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                <balance>18953</balance>
                <units>NC</units>
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                <payoffProfile>N/A</payoffProfile>
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                <derivativeInfo>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>BURGAN BANK</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
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    <ticker value="BURG.KW"/>
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                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="1.2" pmntAmt="-12.41">
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                <securityLending>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2332836"/>
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                <balance>444</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.399270545397</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ENPHASE ENERGY INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
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    <ticker value="ENPH.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ENPHASE ENERGY INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-7.66">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>1675.1</unrealizedAppr>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2334572"/>
                </identifiers>
                <balance>1136</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>17755.68</valUSD>
                <pctVal>0.20674526766</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>NUVEEN AMT-FR MUNI CREDIT FD</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="NVG.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="NUVEEN INSURED DVD ADV MUN FD" floatingRtSpread="0" pmntAmt="148.82">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-5.23">
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                        <pmntCurCd>USD</pmntCurCd>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2334597"/>
                </identifiers>
                <balance>207</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>3146.4</valUSD>
                <pctVal>0.03663635018</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>NUVEEN ENH MUNI VALUE FD</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="NEV.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="NUVEEN ENHANCED MUNICIPAL VALUE FUND" floatingRtSpread="0" pmntAmt="25.26">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-0.91">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
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                        <notionalAmt>3071.88</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>98.87</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2334912"/>
                </identifiers>
                <balance>325</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>4036.5</valUSD>
                <pctVal>0.047000580823</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>INVESCO CA V M I</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="VCV.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-1.17">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
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                        <pmntCurCd>USD</pmntCurCd>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2334940"/>
                </identifiers>
                <balance>235</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>2671.95</valUSD>
                <pctVal>0.031111904355</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BLACKROCK MUNIENHANCED FUND</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="MEN.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BLACKROCK MUNIENHANCED FUND INC" floatingRtSpread="0" pmntAmt="20.22">
                            <rtResetTenors>
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                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-0.8">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>2610.85</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>80.52</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2334941"/>
                </identifiers>
                <balance>484</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>3939.76</valUSD>
                <pctVal>0.045874150453</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>PIONEER HIGH INCOME TRUST</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="PHT.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PIONEER HIGH INCOME TRUST" floatingRtSpread="0" pmntAmt="65.34">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-1.1">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>112.64</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2334951"/>
                </identifiers>
                <balance>1510</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>13408.8</valUSD>
                <pctVal>0.15613065481</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>HIGHLAND INCOME FUND</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="HFRO.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="HIGHLAND INCOME FUND" floatingRtSpread="0" pmntAmt="232.54">
                            <rtResetTenors>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-3.55">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>13439</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>198.79</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2334954"/>
                </identifiers>
                <balance>136</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>1906.72</valUSD>
                <pctVal>0.022201646839</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BLACKROCK MUNIYIELD MI QUALI</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="MIY.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BLACKROCK MUNIYIELD MICHIGAN INSURED FUND INC" floatingRtSpread="0" pmntAmt="13.88">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-0.56">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>1894.48</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>25.56</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2334955"/>
                </identifiers>
                <balance>195</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>2733.9</valUSD>
                <pctVal>0.03183324363</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BLACKROCK MUNIHOLDINGS NJ QU</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="MUJ.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BLACKROCK MUNIHOLDINGS NEW JERSEY INSURED FUND INC" floatingRtSpread="0" pmntAmt="22.62">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>2714.4</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>41.32</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2334958"/>
                </identifiers>
                <balance>1772</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>18793.43</valUSD>
                <pctVal>0.21882871935</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>HISCOX LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="HSX.L"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="HISCOX LTD" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-0.35">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>18352.25</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>440.83</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2334961"/>
                </identifiers>
                <balance>242</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>19532.54</valUSD>
                <pctVal>0.227434838338</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>NEXT PLC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="NXT.L"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.3" pmntAmt="-0.23">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="NEXT PLC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>19729.44</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>196.67</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2334967"/>
                </identifiers>
                <balance>4258</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>19921.59</valUSD>
                <pctVal>0.231964895558</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>FRASERS GROUP PLC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="FRAS.L"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.3" pmntAmt="-0.23">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FRASERS GROUP PLC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>19491.42</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-430.4</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2334968"/>
                </identifiers>
                <balance>4758</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>18756.4</valUSD>
                <pctVal>0.218397545931</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>DIRECT LINE INSURANCE GROUP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="DLGD.L"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.3" pmntAmt="-0.22">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="DIRECT LINE INSURANCE GROUP PLC" floatingRtSpread="0" pmntAmt="-1358.22">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>18767.46</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-1347.38</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2334974"/>
                </identifiers>
                <balance>139</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>3791.92</valUSD>
                <pctVal>0.044152717065</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ALLIANZGI DIVERSIFIED INCOME</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="ACV.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ALLIANZGI DIVERSIFIED INCOME &amp; CONVERTIBLE FUND" floatingRtSpread="0" pmntAmt="46.42">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-1.03">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>3778.02</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>59.29</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2334976"/>
                </identifiers>
                <balance>1044</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>17674.92</valUSD>
                <pctVal>0.205804906727</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BROOKFIELD REAL ASSETS INCOM</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="RA.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BROOKFIELD REAL ASSETS INCOME FUND INC" floatingRtSpread="0" pmntAmt="207.76">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-5.2">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>17674.92</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>202.56</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2334979"/>
                </identifiers>
                <balance>1709</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>15483.54</valUSD>
                <pctVal>0.180288708831</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>INVESCO DYNAMIC CREDIT OPP</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="VTA.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND" floatingRtSpread="0" pmntAmt="256.36">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-4.45">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>15586.08</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>149.37</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2334982"/>
                </identifiers>
                <balance>453</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>2731.59</valUSD>
                <pctVal>0.031806346233</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>XAI OCTAGON FLOATING RATE AL</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="XFLT.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="XAI OCTAGON FLOATING RATE ALTERNATIVE INCOME TERM TRUST" floatingRtSpread="0" pmntAmt="54.36">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-0.81">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>2708.94</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>76.2</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2334985"/>
                </identifiers>
                <balance>330</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>4068.9</valUSD>
                <pctVal>0.04737784301</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>WESTERN ASSET MANAGED MUNICI</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="MMU.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="WESTERN ASSET MANAGED MUNICIPALS FUND INC" floatingRtSpread="0" pmntAmt="29.7">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-1.2">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>4029.3</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>68.1</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2334999"/>
                </identifiers>
                <balance>2216</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>8487.28</valUSD>
                <pctVal>0.098824994329</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>MFS INTERMEDIATE INC TRUST</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
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    <ticker value="MIN.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MFS INTERMEDIATE INCOME TRUST" floatingRtSpread="0" pmntAmt="126.53">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <rcptCurCd>USD</rcptCurCd>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2338901"/>
                </identifiers>
                <balance>572</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>9655.36</valUSD>
                <pctVal>0.112425994811</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>TRI POINTE GROUP INC</issuerName>
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    <ticker value="TPH.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="TRI POINTE GROUP INC" floatingRtSpread="0" pmntAmt="0">
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                        </floatingPmntDesc>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2338916"/>
                </identifiers>
                <balance>355</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>20533.2</valUSD>
                <pctVal>0.239086417975</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>STANDEX INTERNATIONAL CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="SXI.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="STANDEX INTERNATIONAL CORP" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-6.02">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>20820.75</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-293.57</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2338919"/>
                </identifiers>
                <balance>563</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>4565.93</valUSD>
                <pctVal>0.053165207977</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>PDL COMMUNITY BANCORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="PDLB.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.94" pmntAmt="-3.93">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PDL COMMUNITY BANCORP" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>221.27</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2338922"/>
                </identifiers>
                <balance>39</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>790.14</valUSD>
                <pctVal>0.009200306932</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>H&amp;E EQUIPMENT SERVICES INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="HEES.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="H&amp;E EQUIPMENT SERVICES INC" floatingRtSpread="0" pmntAmt="10.73">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-0.21">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>812.37</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-11.71</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2338925"/>
                </identifiers>
                <balance>3175</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>62325.25</valUSD>
                <pctVal>0.72570864609</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BOX INC - CLASS A</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="BOX.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BOX INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-16.33">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>64262</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-1953.08</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2338937"/>
                </identifiers>
                <balance>694</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>47365.5</valUSD>
                <pctVal>0.551518892847</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SHAKE SHACK INC - CLASS A</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="SHAK.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-3.96">
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SHAKE SHACK INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-3231.06</unrealizedAppr>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2338940"/>
                </identifiers>
                <balance>3504</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>42731.28</valUSD>
                <pctVal>0.497558523303</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>AMKOR TECHNOLOGY INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="AMKR.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="AMKOR TECHNOLOGY INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-14.47">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>43940.16</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-1223.35</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2338943"/>
                </identifiers>
                <balance>173</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>10641.23</valUSD>
                <pctVal>0.123905361247</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>DYCOM INDUSTRIES INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="DY.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-0.8">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="DYCOM INDUSTRIES INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>9305.67</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-1336.36</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2338954"/>
                </identifiers>
                <balance>206</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7648.78</valUSD>
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                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>US ECOLOGY INC</issuerName>
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                        </descRefInstrmnt>
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                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2338969"/>
                </identifiers>
                <balance>697</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>TRIUMPH GROUP INC</issuerName>
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                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2338974"/>
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                <balance>412</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>FOX FACTORY HOLDING CORP</issuerName>
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    <ticker value="FOXF.OQ"/>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2338999"/>
                </identifiers>
                <balance>2356</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.26143664091</pctVal>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>HANMI FINANCIAL CORPORATION</issuerName>
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<identifiers>
    <ticker value="HAFC.OQ"/>
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                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2339017"/>
                </identifiers>
                <balance>897</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>9454.38</valUSD>
                <pctVal>0.110085804861</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>FVCBANKCORP INC</issuerName>
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<identifiers>
    <ticker value="FVCB.OQ"/>
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                        <swapFlag>Y</swapFlag>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <unrealizedAppr>263.52</unrealizedAppr>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2339327"/>
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                <balance>5896</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.447613667275</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>FIRST BANK/HAMILTON NJ</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="FRBA.OQ"/>
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                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2339336"/>
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                <balance>1018</balance>
                <units>NC</units>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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<issuerName>BJ'S RESTAURANTS INC</issuerName>
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    <ticker value="BJRI.OQ"/>
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                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2339354"/>
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                <balance>3266</balance>
                <units>NC</units>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>REGIS CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="RGS.N"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2339357"/>
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                <balance>3615</balance>
                <units>NC</units>
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                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>ONESPAWORLD HOLDINGS LTD</issuerName>
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                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2339358"/>
                </identifiers>
                <balance>2651</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>43741.5</valUSD>
                <pctVal>0.509321418574</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ESQUIRE FINANCIAL HOLDINGS I</issuerName>
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    <ticker value="ESQ.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ESQUIRE FINANCIAL HOLDINGS INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2342046"/>
                </identifiers>
                <balance>367</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>21873.2</valUSD>
                <pctVal>0.254689236829</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SPECTRUM BRANDS HOLDINGS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="SPB.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SPECTRUM BRANDS HOLDINGS INC" floatingRtSpread="0" pmntAmt="154.14">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2342055"/>
                </identifiers>
                <balance>81</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>17295.12</valUSD>
                <pctVal>0.201382555532</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>MCDONALD'S CORP</issuerName>
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<identifiers>
    <ticker value="MCD.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MCDONALD'S CORP" floatingRtSpread="0" pmntAmt="-101.25">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-210.78</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2342058"/>
                </identifiers>
                <balance>143</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>3933.93</valUSD>
                <pctVal>0.045806266547</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>AVNET INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="AVT.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="AVNET INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>3925.35</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>7.47</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2342064"/>
                </identifiers>
                <balance>89</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>15291.98</valUSD>
                <pctVal>0.178058204369</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BOEING CO/THE</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="BA.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-1.54">
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BOEING CO/THE" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>15503.8</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>210.28</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2342069"/>
                </identifiers>
                <balance>1306</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>20869.88</valUSD>
                <pctVal>0.243006684432</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                            <otherRefInst>
<issuerName>NEWELL BRANDS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="NWL.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="NEWELL BRANDS INC" floatingRtSpread="0" pmntAmt="300.38">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-6.7">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>19.42</unrealizedAppr>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2342222"/>
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                <balance>123</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.068473436295</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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<issuerName>KRYSTAL BIOTECH INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="KRYS.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>5621.1</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-260.06</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2342231"/>
                </identifiers>
                <balance>424</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>39258.16</valUSD>
                <pctVal>0.457117879858</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>PROVIDENCE SERVICE CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="PRSC.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-10.14">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
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                        <notionalAmt>39588.88</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-340.86</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2342233"/>
                </identifiers>
                <balance>3043</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>25682.92</valUSD>
                <pctVal>0.299049215219</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CYTOSORBENTS CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="CTSO.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.64" pmntAmt="-13.24">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CYTOSORBENTS CORP" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2342237"/>
                </identifiers>
                <balance>1781</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>16367.39</valUSD>
                <pctVal>0.190580165133</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>VERRICA PHARMACEUTICALS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
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    <ticker value="VRCA.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="VERRICA PHARMACEUTICALS INC" floatingRtSpread="0" pmntAmt="0">
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2342252"/>
                </identifiers>
                <balance>1199</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>18584.5</valUSD>
                <pctVal>0.216395960438</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CARA THERAPEUTICS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="CARA.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-2.11">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CARA THERAPEUTICS INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-469.72</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2342261"/>
                </identifiers>
                <balance>1538</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>44509.72</valUSD>
                <pctVal>0.518266491335</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>MACROGENICS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="MGNX.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MACROGENICS INC" floatingRtSpread="0" pmntAmt="0">
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-11.57">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>41079.98</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>3418.17</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2342273"/>
                </identifiers>
                <balance>4507</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>32901.1</valUSD>
                <pctVal>0.383096942826</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CYTOMX THERAPEUTICS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="CTMX.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CYTOMX THERAPEUTICS INC" floatingRtSpread="0" pmntAmt="0">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-9.64">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>31774.35</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>1117.11</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2342276"/>
                </identifiers>
                <balance>623</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>14746.41</valUSD>
                <pctVal>0.171705644755</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ZOGENIX INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="ZGNX.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ZOGENIX INC" floatingRtSpread="0" pmntAmt="0">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-4.35">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>13799.45</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>942.61</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2342305"/>
                </identifiers>
                <balance>1004</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>30642.08</valUSD>
                <pctVal>0.356793151896</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>REGENXBIO INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="RGNX.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="REGENXBIO INC" floatingRtSpread="0" pmntAmt="0">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-9.93">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>29778.64</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>853.51</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2342314"/>
                </identifiers>
                <balance>16457</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>44763.04</valUSD>
                <pctVal>0.521216122732</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>MEI PHARMA INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="MEIP.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-12.43">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>42623.63</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>2126.98</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2342315"/>
                </identifiers>
                <balance>1539</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>14412.74</valUSD>
                <pctVal>0.167820426422</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ANGIODYNAMICS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="ANGO.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ANGIODYNAMICS INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-3.88">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>14266.53</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>142.33</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2342320"/>
                </identifiers>
                <balance>2473</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>14689.62</valUSD>
                <pctVal>0.171044387977</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <fairValLevel>2</fairValLevel>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                    <other otherDesc="Internal ID" value="2342585"/>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
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                    <other otherDesc="Internal ID" value="2342593"/>
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                <balance>1806</balance>
                <units>NC</units>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
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    <ticker value="SCHW.N"/>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                    <other otherDesc="Internal ID" value="2342897"/>
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                <units>NC</units>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
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    <ticker value="MDB.OQ"/>
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                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2342905"/>
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                <balance>116</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.288291653814</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
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    <ticker value="ERIE.OQ"/>
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                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2345278"/>
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                <units>NC</units>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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    <ticker value="AAPL.OQ"/>
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                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2345279"/>
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                <payoffProfile>N/A</payoffProfile>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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<issuerName>TAKE-TWO INTERACTIVE SOFTWRE</issuerName>
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                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <identifiers>
                    <other otherDesc="Internal ID" value="2345282"/>
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<issuerName>TIFFANY &amp; CO</issuerName>
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    <ticker value="TIF.N"/>
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                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                    <other otherDesc="Internal ID" value="2345283"/>
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<issuerName>REGENERON PHARMACEUTICALS</issuerName>
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    <ticker value="REGN.OQ"/>
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                        <swapFlag>Y</swapFlag>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2345316"/>
                </identifiers>
                <balance>275</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>16843.75</valUSD>
                <pctVal>0.196126850796</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                            <otherRefInst>
<issuerName>ANAPLAN INC</issuerName>
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    <ticker value="PLAN.N"/>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2345597"/>
                </identifiers>
                <balance>580</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>16153</valUSD>
                <pctVal>0.188083830555</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                            <otherRefInst>
<issuerName>VIACOMCBS INC - CLASS B</issuerName>
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    <ticker value="VIAC.OQ"/>
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                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2347903"/>
                </identifiers>
                <balance>500</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>13345.61</valUSD>
                <pctVal>0.155394877106</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>KAKAKU.COM INC</issuerName>
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    <ticker value="2371.T"/>
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                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2347911"/>
                </identifiers>
                <balance>1580</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>8757.93</valUSD>
                <pctVal>0.10197641442</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                            <otherRefInst>
<issuerName>CRONOS GROUP INC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="CRON.TO"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2347912"/>
                </identifiers>
                <balance>98</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>11811.78</valUSD>
                <pctVal>0.137535122149</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>L.D.C. SA</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="LOUP.PA"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="LDC SA" floatingRtSpread="0" pmntAmt="-139.04">
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                        </floatingPmntDesc>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-75.98</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2347941"/>
                </identifiers>
                <balance>500</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.072557881666</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>HAKUHODO DY HOLDINGS INC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        </floatingPmntDesc>
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                        <curCd>USD</curCd>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2347942"/>
                </identifiers>
                <balance>1379</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.186097615003</pctVal>
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                <invCountry>US</invCountry>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>ERICSSON LM-B SHS</issuerName>
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<identifiers>
    <ticker value="ERICb.ST"/>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2347943"/>
                </identifiers>
                <balance>169</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
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                    <swapDeriv derivCat="SWP">
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                            <otherRefInst>
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<identifiers>
    <ticker value="HEIG.DE"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2347947"/>
                </identifiers>
                <balance>126</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.146718661873</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>WASTE CONNECTIONS INC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="WCN.TO"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                    <other otherDesc="Internal ID" value="2347948"/>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <identifiers>
                    <other otherDesc="Internal ID" value="2347957"/>
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                <units>NC</units>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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<issuerName>RAMSAY GENERALE DE SANTE</issuerName>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                    <other otherDesc="Internal ID" value="2347967"/>
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                <balance>100</balance>
                <units>NC</units>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2347968"/>
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                <units>NC</units>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <identifiers>
                    <other otherDesc="Internal ID" value="2347985"/>
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<issuerName>DEUTSCHE POST AG-REG</issuerName>
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    <ticker value="DPWGn.DE"/>
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                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <identifiers>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <identifiers>
                    <other otherDesc="Internal ID" value="2348023"/>
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                <units>NC</units>
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                <isRestrictedSec>N</isRestrictedSec>

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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                            <otherRefInst>
<issuerName>AKZO NOBEL N.V.</issuerName>
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                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2348090"/>
                </identifiers>
                <balance>100</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>4064.58</valUSD>
                <pctVal>0.047327541385</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
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                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2348118"/>
                </identifiers>
                <balance>100</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.056507238624</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>KOITO MANUFACTURING CO LTD</issuerName>
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    <ticker value="7276.T"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="KOITO MANUFACTURING CO LTD" floatingRtSpread="0" pmntAmt="0">
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2348128"/>
                </identifiers>
                <balance>68</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7068.69</valUSD>
                <pctVal>0.082307081793</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>TDK CORP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="6762.T"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="TDK CORP" floatingRtSpread="0" pmntAmt="0">
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                        </floatingPmntDesc>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>7199.59</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-133.07</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2348131"/>
                </identifiers>
                <balance>400</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>6286.17</valUSD>
                <pctVal>0.073195501338</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ASTELLAS PHARMA INC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="4503.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ASTELLAS PHARMA INC" floatingRtSpread="0" pmntAmt="0">
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                        </floatingRecDesc>
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                        </floatingPmntDesc>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-90.87</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2348133"/>
                </identifiers>
                <balance>1010</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>6890.56</valUSD>
                <pctVal>0.080232954836</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>TREASURY WINE ESTATES LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="TWE.AX"/>
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                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.45" pmntAmt="-2.3">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="TREASURY WINE ESTATES LTD" floatingRtSpread="0" pmntAmt="0">
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                            </rtResetTenors>
                        </floatingPmntDesc>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-62.84</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2348148"/>
                </identifiers>
                <balance>300</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.060651766492</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>MINEBEA MITSUMI INC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
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    <ticker value="6479.T"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2348151"/>
                </identifiers>
                <balance>2757</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.120597330772</pctVal>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
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<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="BOLL.PA"/>
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                        <swapFlag>Y</swapFlag>
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                </derivativeInfo>
                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2348164"/>
                </identifiers>
                <balance>18</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>NINTENDO CO LTD</issuerName>
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    <ticker value="7974.T"/>
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                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="NINTENDO CO LTD" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-40.59</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2348280"/>
                </identifiers>
                <balance>164</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>17625.08</valUSD>
                <pctVal>0.205224575016</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>MEDTRONIC PLC</issuerName>
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    <ticker value="MDT.N"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MEDTRONIC PLC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2348396"/>
                </identifiers>
                <balance>201</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>2564.76</valUSD>
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                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BLACKROCK MUNIHOLDINGS QU II</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="MUE.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BLACKROCK MUNIHOLDINGS QUALITY FUND II INC" floatingRtSpread="0" pmntAmt="20.3">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-0.76">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2348399"/>
                </identifiers>
                <balance>160</balance>
                <units>NC</units>
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                <pctVal>0.021350245261</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>EATON VANCE SHORT DUR DIV IN</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="EVG.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="EATON VANCE SHORT DURATION DIVERSIFIED INCOME FUND" floatingRtSpread="0" pmntAmt="24">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-0.53">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2348400"/>
                </identifiers>
                <balance>495</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>3722.4</valUSD>
                <pctVal>0.043343233508</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BNYM STRAT MUNI BND</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="DSM.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BNY MELLON STRATEGIC MUNICIPAL BOND FUND INC" floatingRtSpread="0" pmntAmt="29.7">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-1.09">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>3663</notionalAmt>
                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2348403"/>
                </identifiers>
                <balance>232</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>1960.4</valUSD>
                <pctVal>0.022826691105</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>PIMCO GLOBAL STOCKSPLUS &amp; IN</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="PGP.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PIMCO GLOBAL STOCKSPLUS &amp; INCOME FUND" floatingRtSpread="0" pmntAmt="32.02">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-0.57">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
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                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2348406"/>
                </identifiers>
                <balance>146</balance>
                <units>NC</units>
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                <valUSD>2048.38</valUSD>
                <pctVal>0.023851120958</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>BLACKROCK MUNIVEST FUND II</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="MVT.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BLACKROCK MUNIVEST FUND II INC" floatingRtSpread="0" pmntAmt="16.2">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-0.61">
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2348409"/>
                </identifiers>
                <balance>152</balance>
                <units>NC</units>
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                <pctVal>0.022495072985</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>BLACKROCK MUNIHOLDINGS QUALI</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="MUS.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <upfrontRcpt>0</upfrontRcpt>
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                <securityLending>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2348412"/>
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                <balance>181</balance>
                <units>NC</units>
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                <payoffProfile>N/A</payoffProfile>
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                <isRestrictedSec>N</isRestrictedSec>

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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>INVESCO HIGH INCOME TRUST II</issuerName>
<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="VLT.N"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                        <terminationDt>2025-01-28</terminationDt>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2348415"/>
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                <balance>122</balance>
                <units>NC</units>
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                <pctVal>0.017529650543</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
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<issueTitle>MUTUAL FUND</issueTitle>
<identifiers>
    <ticker value="FSLF.N"/>
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                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FIRST EAGLE SENIOR LOAN FUND" floatingRtSpread="0" pmntAmt="19.52">
                            <rtResetTenors>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2348520"/>
                </identifiers>
                <balance>169</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>17736.55</valUSD>
                <pctVal>0.206522519955</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>REATA PHARMACEUTICALS INC-A</issuerName>
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    <ticker value="RETA.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="REATA PHARMACEUTICALS INC" floatingRtSpread="0" pmntAmt="0">
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                            </rtResetTenors>
                        </floatingPmntDesc>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2348527"/>
                </identifiers>
                <balance>3309</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>34049.61</valUSD>
                <pctVal>0.39647007229</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>PUMA BIOTECHNOLOGY INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="PBYI.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PUMA BIOTECHNOLOGY INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-9.49">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>33189.27</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>850.85</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2348528"/>
                </identifiers>
                <balance>2453</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>9468.58</valUSD>
                <pctVal>0.110251148165</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>EVOLUS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="EOLS.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-31.66798" pmntAmt="-224.57">
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                        </floatingRecDesc>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>8487.38</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-1205.77</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2348532"/>
                </identifiers>
                <balance>1254</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>8865.78</valUSD>
                <pctVal>0.10323220846</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BOGOTA FINANCIAL CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="BSBK.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BOGOTA FINANCIAL CORP" floatingRtSpread="0" pmntAmt="0">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-3.07">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>8978.64</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-115.93</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2348567"/>
                </identifiers>
                <balance>558</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>21388.14</valUSD>
                <pctVal>0.249041249282</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ANIKA THERAPEUTICS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="ANIK.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-2.11">
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ANIKA THERAPEUTICS INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>20885.94</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-504.31</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2348568"/>
                </identifiers>
                <balance>4126</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>45530.41</valUSD>
                <pctVal>0.530151298182</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SANGAMO THERAPEUTICS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="SGMO.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-11.91">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>44519.54</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>998.96</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2348569"/>
                </identifiers>
                <balance>1460</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>18147.8</valUSD>
                <pctVal>0.211311071637</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BEYONDSPRING INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="BYSI.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-3.99" pmntAmt="-54.9">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BEYONDSPRING INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-3617.3</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2348589"/>
                </identifiers>
                <balance>502</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.217999906928</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>EXPERIAN PLC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="EXPN.L"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.3" pmntAmt="-0.22">
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="EXPERIAN PLC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>18573</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-149.47</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2348592"/>
                </identifiers>
                <balance>8337</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>27678.84</valUSD>
                <pctVal>0.322289497463</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>EVOFEM BIOSCIENCES INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
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    <ticker value="EVFM.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-4.67882" pmntAmt="-96.88">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="EVOFEM BIOSCIENCES INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
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                        <pmntCurCd>USD</pmntCurCd>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-2431.24</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2348595"/>
                </identifiers>
                <balance>13311</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>16638.75</valUSD>
                <pctVal>0.193739852389</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ACELRX PHARMACEUTICALS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="ACRX.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-7.00034" pmntAmt="-90.32">
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                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ACELRX PHARMACEUTICALS INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>15840.09</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-888.98</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2348598"/>
                </identifiers>
                <balance>775</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>54195.75</valUSD>
                <pctVal>0.631049604396</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>TWIST BIOSCIENCE CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="TWST.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-4.65">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="TWIST BIOSCIENCE CORP" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>52614.75</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-1585.65</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2348603"/>
                </identifiers>
                <balance>17414</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>30474.5</valUSD>
                <pctVal>0.354841868028</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>LEXICON PHARMACEUTICALS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="LXRX.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="LEXICON PHARMACEUTICALS INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-9.14">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>30648.64</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-183.28</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2348932"/>
                </identifiers>
                <balance>300</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>4027.76</valUSD>
                <pctVal>0.046898813184</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>EXEDY CORP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="7278.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="EXEDY CORP" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-1.16">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>4010.52</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>16.08</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2348938"/>
                </identifiers>
                <balance>1300</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>9585.99</valUSD>
                <pctVal>0.111618257838</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>WILL GROUP INC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="6089.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="WILL GROUP INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2.1">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>9648.21</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-64.32</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2348941"/>
                </identifiers>
                <balance>100</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>2832.46</valUSD>
                <pctVal>0.032980865888</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>INSPEC INC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="6656.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-17" pmntAmt="-33.73">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="INSPEC INC" floatingRtSpread="0" pmntAmt="-2.81">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>2641.74</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-227.26</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2348955"/>
                </identifiers>
                <balance>300</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>5384.51</valUSD>
                <pctVal>0.062696667273</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>MIZUNO CORP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="8022.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MIZUNO CORP" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-1.62">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>5402.79</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-19.9</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2348957"/>
                </identifiers>
                <balance>900</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>8004.53</valUSD>
                <pctVal>0.093203904178</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>FURUNO ELECTRIC CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="6814.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FURUNO ELECTRIC CO LTD" floatingRtSpread="0" pmntAmt="76.92">
                            <rtResetTenors>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2.49">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>8116.83</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-37.87</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2348960"/>
                </identifiers>
                <balance>509</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>14829.01</valUSD>
                <pctVal>0.172667430455</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>STORYTEL AB</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="STORYb.ST"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-8.375" pmntAmt="-97.41">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="STORYTEL AB" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>14171.53</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-754.89</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2348962"/>
                </identifiers>
                <balance>606</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>12847.72</valUSD>
                <pctVal>0.14959749839</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BLUE PRISM GROUP PLC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="PRSMB.L"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-2.75" pmntAmt="-1.65">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BLUE PRISM GROUP PLC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>11184.09</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-1665.28</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2348964"/>
                </identifiers>
                <balance>788</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>21819.72</valUSD>
                <pctVal>0.254066521342</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>FARFETCH LTD-CLASS A</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="FTCH.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-1.99">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FARFETCH LTD" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>21725.16</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-96.55</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2348977"/>
                </identifiers>
                <balance>195</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>8738.01</valUSD>
                <pctVal>0.101744468039</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>WASHTEC AG</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="WSUG.DE"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.3" pmntAmt="-1.3">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="WASHTEC AG" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>8391.53</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-347.78</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2348981"/>
                </identifiers>
                <balance>1403</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7927.67</valUSD>
                <pctVal>0.092308954434</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BIOCARTIS GROUP NV</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="BCART.BR"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-21" pmntAmt="-128.32">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BIOCARTIS GROUP NV" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>7708.22</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-347.77</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2348984"/>
                </identifiers>
                <balance>288</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>8853.32</valUSD>
                <pctVal>0.103087125533</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ADLER GROUP SA</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="ADJ.DE"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.3" pmntAmt="-1.36">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ADLER GROUP SA" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>8828.35</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-26.33</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2348991"/>
                </identifiers>
                <balance>379</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>3120.83</valUSD>
                <pctVal>0.036338615793</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>MJ GLEESON PLC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="GLEG.L"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.3" pmntAmt="-0.04">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MJ GLEESON PLC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>3149.87</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>29</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2348992"/>
                </identifiers>
                <balance>1300</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>14667.42</valUSD>
                <pctVal>0.170785893516</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>MTG CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="7806.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-8.875" pmntAmt="-63.4">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MTG CO LTD" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>16059.94</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>1329.12</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2348998"/>
                </identifiers>
                <balance>1607</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>16080.03</valUSD>
                <pctVal>0.187234175561</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BPOST SA</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="BPOST.BR"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BPOST SA" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-3.14">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>16123.51</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-46.62</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2349001"/>
                </identifiers>
                <balance>6153</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>10029.3</valUSD>
                <pctVal>0.116780112783</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>POLYNOVO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="PNV"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.45" pmntAmt="-2.92">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="METABOLIC PHARMACEUTICALS LTD" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>8989.53</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-1042.69</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2349006"/>
                </identifiers>
                <balance>2283</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>13955.63</valUSD>
                <pctVal>0.162497885731</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>HEXAGON COMPOSITES ASA</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="HEX.OL"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-3.625" pmntAmt="-36.21">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="HEXAGON COMPOSITES ASA" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>13643.44</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-348.4</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2349013"/>
                </identifiers>
                <balance>500</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>6604.35</valUSD>
                <pctVal>0.076900355744</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SIGNPOST CORP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="3996.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-6.25" pmntAmt="-32.18">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SIGNPOST CORP" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>6580.85</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-55.68</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2349015"/>
                </identifiers>
                <balance>40000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>4335.36</valUSD>
                <pctVal>0.050480475183</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SUNCITY GROUP HOLDINGS LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="1383.HK"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-18.375" pmntAmt="-63.66">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SUNCITY GROUP HOLDINGS LTD" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>4440</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>40.98</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2349021"/>
                </identifiers>
                <balance>501</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>10893.16</valUSD>
                <pctVal>0.12683880763</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ABIVAX SA</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="ABVX.PA"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ABIVAX SA" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-3.56">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>11140.19</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-250.59</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2349026"/>
                </identifiers>
                <balance>3609</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>14062.92</valUSD>
                <pctVal>0.16374715919</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SPIRENT COMMUNICATIONS PLC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="SPT.L"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SPIRENT COMMUNICATIONS PLC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>13735.49</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>327.43</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2349031"/>
                </identifiers>
                <balance>500</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7213.33</valUSD>
                <pctVal>0.083991254718</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>TOYOBO CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="3101.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="TOYOBO CO LTD" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2.09">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>7243.2</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-31.96</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2349035"/>
                </identifiers>
                <balance>19000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>25741.28</valUSD>
                <pctVal>0.299728752912</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>HONG KONG TELEVISION NETWORK</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="1137.HK"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-14.5" pmntAmt="-223.01">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="HONG KONG TELEVISION NETWORK LTD" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>23510.6</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-2453.69</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2349036"/>
                </identifiers>
                <balance>400</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7836.47</valUSD>
                <pctVal>0.091247031241</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BEAUTY GARAGE INC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="3180.T"/>
</identifiers>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                    <other otherDesc="Internal ID" value="2349053"/>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                    <other otherDesc="Internal ID" value="2349057"/>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <identifiers>
                    <other otherDesc="Internal ID" value="2349060"/>
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                <units>NC</units>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <swapFlag>Y</swapFlag>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2349063"/>
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                <balance>11000</balance>
                <units>NC</units>
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                <invCountry>US</invCountry>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
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                        <swapFlag>Y</swapFlag>
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                </derivativeInfo>
                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2349074"/>
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                <balance>1000</balance>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2349077"/>
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                <balance>200</balance>
                <units>NC</units>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2349085"/>
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                <units>NC</units>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <identifiers>
                    <other otherDesc="Internal ID" value="2349234"/>
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                <units>NC</units>
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                            <otherRefInst>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2349245"/>
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                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.079945583516</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>RAQUALIA PHARMA INC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="4579.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-6.5" pmntAmt="-39.54">
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-133.82</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2349254"/>
                </identifiers>
                <balance>12900</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>14859.08</valUSD>
                <pctVal>0.173017562368</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ONCOTHERAPY SCIENCE INC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="4564.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ONCOTHERAPY SCIENCE INC" floatingRtSpread="0" pmntAmt="0">
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                        <notionalAmt>14420.91</notionalAmt>
                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2349260"/>
                </identifiers>
                <balance>600</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7426.71</valUSD>
                <pctVal>0.086475828962</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>FUJIO FOOD GROUP INC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="2752.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-4.375" pmntAmt="-24.89">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FUJIO FOOD GROUP INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-394.46</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2349261"/>
                </identifiers>
                <balance>1829</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>5232.12</valUSD>
                <pctVal>0.060922254165</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>C&amp;C GROUP PLC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="GCC.L"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="C&amp;C GROUP PLC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-0.1">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>5102.36</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>129.66</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2349264"/>
                </identifiers>
                <balance>1400</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>12861.26</valUSD>
                <pctVal>0.149755156724</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>FDK CORP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="6955.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-4" pmntAmt="-36.45">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FDK CORP" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>12218.5</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-679.21</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2349273"/>
                </identifiers>
                <balance>500</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>5745.17</valUSD>
                <pctVal>0.066896154324</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>OYO CORP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="9755.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OYO CORP" floatingRtSpread="0" pmntAmt="66.84">
                            <rtResetTenors>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-1.94">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>5848.1</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-38.03</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2349276"/>
                </identifiers>
                <balance>100</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>2945.76</valUSD>
                <pctVal>0.034300119154</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>RAKSUL INC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="4384.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-7.75" pmntAmt="-18.56">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="RAKSUL INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>2782.66</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-181.66</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2349285"/>
                </identifiers>
                <balance>282</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7437.2</valUSD>
                <pctVal>0.086597973417</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>IPSOS</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="ISOS.PA"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="IPSOS" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2.22">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>7480.76</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-45.78</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2349288"/>
                </identifiers>
                <balance>820</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>11331.58</valUSD>
                <pctVal>0.13194372393</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>KEMIRA OYJ</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="KEMIRA.HE"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="KEMIRA OYJ" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-3.27">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>11369.3</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-40.99</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2349302"/>
                </identifiers>
                <balance>879</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>9163.67</valUSD>
                <pctVal>0.106700808243</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>HAMBORNER REIT AG</issuerName>
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<identifiers>
    <ticker value="HABG.DE"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.625" pmntAmt="-3.84">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="HAMBORNER REIT AG" floatingRtSpread="0" pmntAmt="0">
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2349306"/>
                </identifiers>
                <balance>200</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7760.94</valUSD>
                <pctVal>0.090367567876</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>MARUWA UNYU KIKAN CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="9090.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-4" pmntAmt="-21.03">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MARUWA UNYU KIKAN CO LTD" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2349681"/>
                </identifiers>
                <balance>300</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.086739679615</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>INABA DENKI SANGYO CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="9934.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="INABA DENKI SANGYO CO LTD" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2.07">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>91.39</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2349687"/>
                </identifiers>
                <balance>300</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>6055.8</valUSD>
                <pctVal>0.070513097324</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>HANWA CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="8078.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="HANWA CO LTD" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>5836.83</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>217.27</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2349694"/>
                </identifiers>
                <balance>100</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>2511.45</valUSD>
                <pctVal>0.029243059261</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>AUTONOMOUS CONTROL SYSTEMS L</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="6232.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-19.125" pmntAmt="-31.9">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="AUTONOMOUS CONTROL SYSTEMS LABORATORY LTD" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>2353.33</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-190.02</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2349745"/>
                </identifiers>
                <balance>51</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>20040.45</valUSD>
                <pctVal>0.233348888878</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>TELEFLEX INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="TFX.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-2.13">
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="TELEFLEX INC" floatingRtSpread="0" pmntAmt="-17.34">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>19394.28</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-665.64</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2349746"/>
                </identifiers>
                <balance>181</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>8863.57</valUSD>
                <pctVal>0.103206475453</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>SMITH (A.O.) CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="AOS.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="A O SMITH CORP" floatingRtSpread="0" pmntAmt="43.44">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2.81">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>8905.2</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-1</unrealizedAppr>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2349778"/>
                </identifiers>
                <balance>100</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.060684835153</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>RICKSOFT CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="4429.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="RICKSOFT CO LTD" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
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                        <notionalAmt>5223.35</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-42.9</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2349794"/>
                </identifiers>
                <balance>214</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>18558.08</valUSD>
                <pctVal>0.216088328741</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>TRANSUNION</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="TRU.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="TRANSUNION" floatingRtSpread="0" pmntAmt="16.05">
                            <rtResetTenors>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                    <other otherDesc="Internal ID" value="2349797"/>
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                <units>NC</units>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2350497"/>
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                <balance>27400</balance>
                <units>NC</units>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2350498"/>
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                <balance>2485</balance>
                <units>NC</units>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>INTERCURE LTD</issuerName>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2350985"/>
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                <balance>73</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.09644148909</pctVal>
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                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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<identifiers>
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                        <swapFlag>Y</swapFlag>
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                </derivativeInfo>
                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2350991"/>
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                <balance>1868</balance>
                <units>NC</units>
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                <pctVal>0.201034170204</pctVal>
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                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
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<identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2350994"/>
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                <balance>20000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <invCountry>US</invCountry>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>BAIC MOTOR CORP LTD-H</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
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                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <identifiers>
                    <other otherDesc="Internal ID" value="2351009"/>
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                <balance>2363</balance>
                <units>NC</units>
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                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2351012"/>
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                <units>NC</units>
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                <payoffProfile>N/A</payoffProfile>
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                            <otherRefInst>
<issuerName>SEEGENE INC</issuerName>
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<identifiers>
    <ticker value="096530.KQ"/>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2351014"/>
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                <balance>37000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <payoffProfile>N/A</payoffProfile>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>ZHENRO PROPERTIES GROUP LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
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    <ticker value="6158.HK"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
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                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2351035"/>
                </identifiers>
                <balance>4596</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>21821.23</valUSD>
                <pctVal>0.254084103623</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>SSANGYONG CEMENT IND</issuerName>
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    <ticker value="003410.KS"/>
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                        <curCd>USD</curCd>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2351054"/>
                </identifiers>
                <balance>22700</balance>
                <units>NC</units>
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                <valUSD>23522.38</valUSD>
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                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                            <otherRefInst>
<issuerName>CHAROEN POKPHAND FOODS-NVDR</issuerName>
<issueTitle>GLOBAL DEPOSITORY RECEIPT</issueTitle>
<identifiers>
    <ticker value="CPFn.BK"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CHAROEN POKPHAND FOODS PUBLIC CO. LTD" floatingRtSpread="0" pmntAmt="291.38">
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".75" pmntAmt="-17.25">
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                        <curCd>USD</curCd>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2351062"/>
                </identifiers>
                <balance>1632</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>26944.32</valUSD>
                <pctVal>0.313736823952</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                            <otherRefInst>
<issuerName>VIPSHOP HOLDINGS LTD - ADR</issuerName>
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<identifiers>
    <ticker value="VIPS.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                            </rtResetTenors>
                        </floatingPmntDesc>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2351076"/>
                </identifiers>
                <balance>3800</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>9985.38</valUSD>
                <pctVal>0.116268712929</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>EL PUERTO DE LIVERPOOL-C1</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="LIVEPOLC1.MX"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                            </rtResetTenors>
                        </floatingPmntDesc>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2351103"/>
                </identifiers>
                <balance>48567</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>6190.45</valUSD>
                <pctVal>0.072080947741</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ALLIANCE GLOBAL GROUP INC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="AGI.PS"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ALLIANCE GLOBAL GROUP INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2351116"/>
                </identifiers>
                <balance>209</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>24884.33</valUSD>
                <pctVal>0.289750517377</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CD PROJEKT SA</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="CDR.WA"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CD PROJEKT SA" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
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                        </floatingPmntDesc>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2351128"/>
                </identifiers>
                <balance>106</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.201570022236</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CHONG KUN DANG PHARMACEUTICA</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="185750.KS"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CHONG KUN DANG PHARMACEUTICAL CORP" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
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                        </floatingRecDesc>
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                        </floatingPmntDesc>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2351334"/>
                </identifiers>
                <balance>1096</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>14254.73</valUSD>
                <pctVal>0.165980574626</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>KOMIPHARM INTERNATIONAL CO</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
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    <ticker value="041960.KQ"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="KOMIPHARM INTERNATIONAL CO LTD" floatingRtSpread="0" pmntAmt="0">
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                        </floatingPmntDesc>
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                        <pmntCurCd>USD</pmntCurCd>
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                        <curCd>USD</curCd>
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                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2351350"/>
                </identifiers>
                <balance>26800</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.170804989503</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>GENTING MALAYSIA BHD</issuerName>
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<identifiers>
    <ticker value="GENM.KL"/>
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                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="GENTING MALAYSIA BHD" floatingRtSpread="0" pmntAmt="0">
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2351377"/>
                </identifiers>
                <balance>565</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>17978.79</valUSD>
                <pctVal>0.209343136999</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>BUKWANG PHARMACEUTICAL CO</issuerName>
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<identifiers>
    <ticker value="003000.KS"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2351380"/>
                </identifiers>
                <balance>2100</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.362198364239</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>WUXI APPTEC CO LTD-H</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="2359.HK"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="WUXI APPTEC CO LTD" floatingRtSpread="0" pmntAmt="0">
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2351386"/>
                </identifiers>
                <balance>58000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>11300.37</valUSD>
                <pctVal>0.131580317977</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>GUANGSHEN RAILWAY CO LTD-H</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="0525.HK"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="GUANGSHEN RAILWAY CO LTD" floatingRtSpread="0" pmntAmt="-491.76">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-345.68</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2356378"/>
                </identifiers>
                <balance>246</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>24319.56</valUSD>
                <pctVal>0.283174394986</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>REGAL BELOIT CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="RBC.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="REGAL BELOIT CORP" floatingRtSpread="0" pmntAmt="0">
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                        </floatingRecDesc>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-250.32</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2356387"/>
                </identifiers>
                <balance>911</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>24587.89</valUSD>
                <pctVal>0.286298801242</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>POWELL INDUSTRIES INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="POWL.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>456.75</unrealizedAppr>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2356389"/>
                </identifiers>
                <balance>2971</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>PERDOCEO EDUCATION CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="PRDO.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        </floatingPmntDesc>
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                        <curCd>USD</curCd>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2356392"/>
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                <balance>4001</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>STEELCASE INC-CL A</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="SCS.N"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-733.06</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2356398"/>
                </identifiers>
                <balance>2599</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>PDF SOLUTIONS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="PDFS.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PDF SOLUTIONS INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
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                        <pmntCurCd>USD</pmntCurCd>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2356406"/>
                </identifiers>
                <balance>1353</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>32255.52</valUSD>
                <pctVal>0.375579877307</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>FRANKLIN FINANCIAL SERVICES</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="FRAF.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FRANKLIN FINANCIAL SERVICES CORP" floatingRtSpread="0" pmntAmt="405.9">
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2356409"/>
                </identifiers>
                <balance>344</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7475.12</valUSD>
                <pctVal>0.087039509903</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ENTERPRISE BANCORP INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="EBTC.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ENTERPRISE BANCORP INC/MA" floatingRtSpread="0" pmntAmt="21.53">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-0.8">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>7396</notionalAmt>
                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2356412"/>
                </identifiers>
                <balance>2204</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>22767.32</valUSD>
                <pctVal>0.265100275928</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CIM COMMERCIAL TRUST CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="CMCT.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-2.47">
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CIM COMMERCIAL TRUST CORP" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>22767.32</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-2.47</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2356665"/>
                </identifiers>
                <balance>3135</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>55176</valUSD>
                <pctVal>0.642463532143</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CLEARFIELD INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="CLFD.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="APA ENTERPRISES INC" floatingRtSpread="0" pmntAmt="0">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-16.31">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>56900.25</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-1740.56</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2356666"/>
                </identifiers>
                <balance>3579</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>16463.4</valUSD>
                <pctVal>0.19169809546</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CONDOR HOSPITALITY TRUST INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="CDOR.A"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CONDOR HOSPITALITY TRUST INC" floatingRtSpread="0" pmntAmt="0">
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-4.12">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>711.68</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2357076"/>
                </identifiers>
                <balance>262</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>17600.47</valUSD>
                <pctVal>0.204938018769</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>COWAY CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="021240.KS"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".35" pmntAmt="-6.41">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-778.32</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2357079"/>
                </identifiers>
                <balance>2000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.365984493029</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>YIHAI INTERNATIONAL HOLDING</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="1579.HK"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="YIHAI INTERNATIONAL HOLDING LTD" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2357085"/>
                </identifiers>
                <balance>49000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>30600.5</valUSD>
                <pctVal>0.356308998756</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>AVICHINA INDUSTRY &amp; TECH-H</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="2357.HK"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                            <rtResetTenors>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="AVICHINA INDUSTRY &amp; TECHNOLOGY CO LTD" floatingRtSpread="0" pmntAmt="-207.19">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>30536.8</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-278.49</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2357088"/>
                </identifiers>
                <balance>227</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>34358.62</valUSD>
                <pctVal>0.400068152181</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>GENEXINE CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="095700.KQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="GENEXINE INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2357089"/>
                </identifiers>
                <balance>102</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>26317.87</valUSD>
                <pctVal>0.306442506138</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>HANMI PHARM CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="128940.KS"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="HANMI PHARM CO LTD" floatingRtSpread="0" pmntAmt="0">
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                            </rtResetTenors>
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                        <pmntCurCd>USD</pmntCurCd>
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                        <curCd>USD</curCd>
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                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2357112"/>
                </identifiers>
                <balance>531</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>12292.7</valUSD>
                <pctVal>0.143134903972</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>HANWHA CORPORATION</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="000880.KS"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="HANWHA CORP" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".35" pmntAmt="-4.3">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2357113"/>
                </identifiers>
                <balance>2000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>8145.46</valUSD>
                <pctVal>0.094844878254</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>OBI PHARMA INC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="4174.TWO"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBI PHARMA INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".35" pmntAmt="-2.98">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>8177.4</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-34.92</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2357114"/>
                </identifiers>
                <balance>31231</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>17690.39</valUSD>
                <pctVal>0.205985037777</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>COSCO SHIPPING PORTS LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="1199.HK"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.4" pmntAmt="-4.11">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="COSCO PACIFIC LIMITED" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>17045.88</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-648.62</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2357115"/>
                </identifiers>
                <balance>4000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>15813.78</valUSD>
                <pctVal>0.184133988606</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>TRIPOD TECHNOLOGY CORP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="3044.TW"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="TRIPOD TECHNOLOGY CORP" floatingRtSpread="0" pmntAmt="886.4">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".35" pmntAmt="-6.12">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>15809.6</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>884.46</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2357116"/>
                </identifiers>
                <balance>4000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7075.3</valUSD>
                <pctVal>0.082384047937</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>NANYA TECHNOLOGY CORP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="2408.TW"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-1.75" pmntAmt="-11.06">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="NANYA TECHNOLOGY CORP" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>7359.6</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>273.24</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2357119"/>
                </identifiers>
                <balance>1500</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>49469.69</valUSD>
                <pctVal>0.576019859566</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>MEITUAN DIANPING-CLASS B</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="3690.HK"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MEITUAN" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-10.9">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>51831.9</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-2373.11</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2357122"/>
                </identifiers>
                <balance>372</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>29481</valUSD>
                <pctVal>0.343273658676</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>TAIWAN SEMICONDUCTOR-SP ADR</issuerName>
<issueTitle>COMMON STOCK - ADR</issueTitle>
<identifiers>
    <ticker value="TSM.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-8.97">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>29983.2</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-511.17</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2357124"/>
                </identifiers>
                <balance>1795</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>14315.22</valUSD>
                <pctVal>0.166684913814</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ACCTON TECHNOLOGY CORP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="2345.TW"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-3" pmntAmt="-34.35">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ACCTON TECHNOLOGY CORP" floatingRtSpread="0" pmntAmt="-377.77">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2357127"/>
                </identifiers>
                <balance>1000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>1929.01</valUSD>
                <pctVal>0.022461189251</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>PHARMALLY INTERENATIONAL HOL</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="6452.TW"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PHARMALLY INTERNATIONAL HOLDING CO LTD" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <rcptCurCd>USD</rcptCurCd>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-1.19</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2357130"/>
                </identifiers>
                <balance>33000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>20225.27</valUSD>
                <pctVal>0.23550091349</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>DALI FOODS GROUP CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="3799.HK"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="DALI FOODS GROUP CO LTD" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-134.97</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2357136"/>
                </identifiers>
                <balance>654</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>19544.57</valUSD>
                <pctVal>0.227574914391</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ABLBIO LNC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="298380.KQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.4" pmntAmt="-4.27">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ABLBIO INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>18101.54</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-1447.3</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2357139"/>
                </identifiers>
                <balance>134000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>12967.45</valUSD>
                <pctVal>0.150991621899</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CHINA ENERGY ENGINEERING C-H</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="3996.HK"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CHINA ENERGY ENGINEERING CORP LTD" floatingRtSpread="0" pmntAmt="579.22">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-3.93">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>12797</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>745.74</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2357142"/>
                </identifiers>
                <balance>10000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>23354.24</valUSD>
                <pctVal>0.271934310586</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CHINA EVERGRANDE GROUP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="3333.HK"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-1.25" pmntAmt="-26.52">
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                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CHINA EVERGRANDE GROUP" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>696.24</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
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                    <isNonCashCollateral>N</isNonCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2357148"/>
                </identifiers>
                <balance>19600</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>12517.09</valUSD>
                <pctVal>0.145747677497</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>INDAH KIAT PULP &amp; PAPER TBK</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="INKP.JK"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        </floatingRecDesc>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-24.49</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2357151"/>
                </identifiers>
                <balance>1828</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>17257.33</valUSD>
                <pctVal>0.200942532753</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>PHISON ELECTRONICS CORP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="8299.TWO"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PHISON ELECTRONICS CORP" floatingRtSpread="0" pmntAmt="730.39">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".35" pmntAmt="-6.89">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>790.5</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2357154"/>
                </identifiers>
                <balance>167</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>29655.86</valUSD>
                <pctVal>0.345309710097</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>GLOBANT SA</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="GLOB.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-3.07">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2357160"/>
                </identifiers>
                <balance>803</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>16493.62</valUSD>
                <pctVal>0.192049973956</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>SINOPEC SHANGHAI-SPONS ADR</issuerName>
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    <ticker value="SHI.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2358016"/>
                </identifiers>
                <balance>5767</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ORGANOGENESIS HOLDINGS INC</issuerName>
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<identifiers>
    <ticker value="ORGO.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        </floatingRecDesc>
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                        </floatingPmntDesc>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2358021"/>
                </identifiers>
                <balance>3054</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.224030862171</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>MEET GROUP INC/THE</issuerName>
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<identifiers>
    <ticker value="PVT58513U101"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        </floatingPmntDesc>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2359064"/>
                </identifiers>
                <balance>2392</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>37363.04</valUSD>
                <pctVal>0.435051302196</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
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                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>CRAFT BREW ALLIANCE INC</issuerName>
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<identifiers>
    <ticker value="PVT224122101"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                        <terminationDt>2025-01-28</terminationDt>
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                        <unrealizedAppr>-656.28</unrealizedAppr>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2361274"/>
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                <balance>350</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>37149</valUSD>
                <pctVal>0.432559042982</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>QUALYS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="QLYS.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="QUALYS INC" floatingRtSpread="0" pmntAmt="0">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-12.05">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
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                        <notionalAmt>37352</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-215.05</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2361937"/>
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                <balance>244</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>13698.16</valUSD>
                <pctVal>0.159499932171</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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<issuerName>BOK FINANCIAL CORPORATION</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="BOKF.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2361956"/>
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                <balance>481</balance>
                <units>NC</units>
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<issuerName>DELL TECHNOLOGIES -C</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
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    <ticker value="DELL.N"/>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2361957"/>
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                <balance>157</balance>
                <units>NC</units>
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                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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<issuerName>BROADRIDGE FINANCIAL SOLUTIO</issuerName>
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<identifiers>
    <ticker value="BR.N"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                        <upfrontRcpt>0</upfrontRcpt>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2361958"/>
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                <balance>208</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.177551694951</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>MANPOWERGROUP INC</issuerName>
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    <ticker value="MAN.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2361960"/>
                </identifiers>
                <balance>15200</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>15814.55</valUSD>
                <pctVal>0.184142954405</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>COGNA EDUCACAO</issuerName>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2361961"/>
                </identifiers>
                <balance>502</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SENSATA TECHNOLOGIES HOLDING</issuerName>
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    <ticker value="ST.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2361963"/>
                </identifiers>
                <balance>543</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>9513.36</valUSD>
                <pctVal>0.110772561769</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>HOWMET AEROSPACE INC</issuerName>
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<identifiers>
    <ticker value="HWM.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="HOWMET AEROSPACE INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
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                        <notionalAmt>9464.49</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>46.45</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2361964"/>
                </identifiers>
                <balance>61</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>26167.78</valUSD>
                <pctVal>0.304694873988</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>THERMO FISHER SCIENTIFIC INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="TMO.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-518.05</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2361983"/>
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                <balance>374</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>16276.48</valUSD>
                <pctVal>0.189521618668</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>WINTRUST FINANCIAL CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
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    <ticker value="WTFC.OQ"/>
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                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="WINTRUST FINANCIAL CORP" floatingRtSpread="0" pmntAmt="-104.72">
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                        <terminationDt>2025-01-28</terminationDt>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2362396"/>
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                <balance>126</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>34353.9</valUSD>
                <pctVal>0.400013192998</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>SALESFORCE.COM INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="CRM.N"/>
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                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2365036"/>
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                <balance>3741</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <payoffProfile>N/A</payoffProfile>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>HERON THERAPEUTICS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
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    <ticker value="HRTX.OQ"/>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2365419"/>
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                <balance>95</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.11328286902</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SILICON LABORATORIES INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
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    <ticker value="SLAB.OQ"/>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2366706"/>
                </identifiers>
                <balance>127</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>21017.19</valUSD>
                <pctVal>0.244721946555</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>FLUTTER ENTERTAINMENT PLC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="FLTRF.L"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.3" pmntAmt="-0.25">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FLUTTER ENTERTAINMENT PLC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>21076.34</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>58.9</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2366708"/>
                </identifiers>
                <balance>5303</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>19160.99</valUSD>
                <pctVal>0.223108549274</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>KINGFISHER PLC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="KGF.L"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="KINGFISHER PLC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-0.37">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>19672.01</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-511.39</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2368423"/>
                </identifiers>
                <balance>453</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>17118.87</valUSD>
                <pctVal>0.199330319097</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>PFIZER INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="PFE.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PFIZER INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-5.02">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>17150.58</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-36.73</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2368674"/>
                </identifiers>
                <balance>2007</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>35584.11</valUSD>
                <pctVal>0.414337628657</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ANDERSONS INC/THE</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="ANDE.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ANDERSONS INC/THE" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>35463.69</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>120.42</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2369041"/>
                </identifiers>
                <balance>1136</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>5680</valUSD>
                <pctVal>0.066137321708</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>STARTEK INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="SRT.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="STARTEK INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>5873.35</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>193.35</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2369060"/>
                </identifiers>
                <balance>759</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>34982.31</valUSD>
                <pctVal>0.407330332846</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>MONRO INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="MNRO.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-4.76">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MONRO INC" floatingRtSpread="0" pmntAmt="-166.98">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>34458.6</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-695.45</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2369063"/>
                </identifiers>
                <balance>381</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>4065.27</valUSD>
                <pctVal>0.047335575673</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>COLUMBIA FINANCIAL INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="CLBK.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-0.5">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="COLUMBIA FINANCIAL INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>4141.47</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>75.7</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2369066"/>
                </identifiers>
                <balance>2624</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>54736.64</valUSD>
                <pctVal>0.637347670582</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CALLAWAY GOLF COMPANY</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="ELY.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-5.19">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CALLAWAY GOLF CO" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>53608.32</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-1133.51</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2369091"/>
                </identifiers>
                <balance>2667</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>81663.54</valUSD>
                <pctVal>0.950881657889</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BUILDERS FIRSTSOURCE INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="BLDR.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BUILDERS FIRSTSOURCE INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-20.05">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>80650.08</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>993.41</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2369093"/>
                </identifiers>
                <balance>435</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>5911.65</valUSD>
                <pctVal>0.068834629908</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ZUORA INC - CLASS A</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="ZUO.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ZUORA INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>5646.3</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>263.88</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2369094"/>
                </identifiers>
                <balance>100</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>2965</valUSD>
                <pctVal>0.034524147687</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CIRCOR INTERNATIONAL INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="CIR.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-0.3">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CIRCOR INTERNATIONAL INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>2981</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>15.7</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2369095"/>
                </identifiers>
                <balance>334</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>11990.6</valUSD>
                <pctVal>0.139617283393</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>LAWSON PRODUCTS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="LAWS.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="LAWSON PRODUCTS INC/DE" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2.89">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>11690</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>297.71</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2369097"/>
                </identifiers>
                <balance>5140</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>48830</valUSD>
                <pctVal>0.568571376586</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CADENCE BANCORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="CADE.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-4.53">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CADENCE BANCORP" floatingRtSpread="0" pmntAmt="-257">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>50474.8</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>1383.27</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2369099"/>
                </identifiers>
                <balance>1698</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>63912.72</valUSD>
                <pctVal>0.744192979557</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>TENABLE HOLDINGS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="TENB.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="TENABLE HOLDINGS INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-17.73">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>61552.5</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>2342.49</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2369116"/>
                </identifiers>
                <balance>673</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>9152.8</valUSD>
                <pctVal>0.106574239108</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>INVESTAR HOLDING CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="ISTR.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-1.24" pmntAmt="-4.23">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="INVESTAR HOLDING CORP" floatingRtSpread="0" pmntAmt="-115.68">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>9374.89</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>102.18</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2369119"/>
                </identifiers>
                <balance>2039</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>26874.02</valUSD>
                <pctVal>0.312918258157</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>PROVIDENT FINANCIAL SERVICES</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="PFS.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-3.05">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PROVIDENT FINANCIAL SERVICES INC" floatingRtSpread="0" pmntAmt="-1100.55">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>27526.5</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-451.12</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2369123"/>
                </identifiers>
                <balance>1285</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>17900.05</valUSD>
                <pctVal>0.208426296733</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>GREAT WESTERN BANCORP INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="GWB.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-1.7">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="GREAT WESTERN BANCORP INC" floatingRtSpread="0" pmntAmt="-12.85">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>18773.85</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>859.25</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2369126"/>
                </identifiers>
                <balance>186</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>2726.76</valUSD>
                <pctVal>0.031750106222</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>LCNB CORPORATION</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="LCNB.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2369129"/>
                </identifiers>
                <balance>3012</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>33493.44</valUSD>
                <pctVal>0.389994087393</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>EW SCRIPPS CO/THE-A</issuerName>
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    <ticker value="SSP.OQ"/>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2369160"/>
                </identifiers>
                <balance>749</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.107097282856</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>BRIGHTVIEW HOLDINGS INC</issuerName>
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    <ticker value="BV.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2369165"/>
                </identifiers>
                <balance>2216</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>27389.76</valUSD>
                <pctVal>0.318923480393</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>PLANTRONICS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="PLT.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PLANTRONICS INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>5158.23</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2369166"/>
                </identifiers>
                <balance>1405</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>42536.38</valUSD>
                <pctVal>0.495289128233</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>FIRST FINL BANKSHARES INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="FFIN.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-12.62">
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                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-1340.34</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2369167"/>
                </identifiers>
                <balance>1047</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.143124191589</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>TEXTAINER GROUP HOLDINGS LTD</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="TGH.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="TEXTAINER GROUP HOLDINGS LTD" floatingRtSpread="0" pmntAmt="0">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2.75">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>300.88</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2369170"/>
                </identifiers>
                <balance>732</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>51232.68</valUSD>
                <pctVal>0.596547929425</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>J2 GLOBAL INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="JCOM.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-4.44">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="J2 GLOBAL INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2369364"/>
                </identifiers>
                <balance>368</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>2921.92</valUSD>
                <pctVal>0.034022528705</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>HF FOODS GROUP INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="HFFG.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-9.64" pmntAmt="-25.89">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="HF FOODS GROUP INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
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                        <notionalAmt>3036</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>88.19</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2369367"/>
                </identifiers>
                <balance>787</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>49573.13</valUSD>
                <pctVal>0.57722430403</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>TEXAS ROADHOUSE INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="TXRH.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-12.97">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>49305.55</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>254.61</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2369370"/>
                </identifiers>
                <balance>587</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>35947.88</valUSD>
                <pctVal>0.41857332822</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>APPIAN CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="APPN.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-2.69" pmntAmt="-65.17">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="APPIAN CORP" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
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                        <pmntCurCd>USD</pmntCurCd>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-2342.73</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2369376"/>
                </identifiers>
                <balance>1190</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>32130</valUSD>
                <pctVal>0.374118335649</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>FB FINANCIAL CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="FBK.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FB FINANCIAL CORP" floatingRtSpread="0" pmntAmt="-107.1">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>31987.2</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-253.07</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2369379"/>
                </identifiers>
                <balance>2927</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>72853.03</valUSD>
                <pctVal>0.848293007487</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                            <otherRefInst>
<issuerName>SVMK INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="SVMK.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SVMK INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-20.23">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-78.77</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2369382"/>
                </identifiers>
                <balance>382</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>9133.62</valUSD>
                <pctVal>0.106350909208</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>FEDERATED HERMES INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="FHI.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERATED HERMES INC" floatingRtSpread="0" pmntAmt="24.84">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2.9">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>9485.06</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-329.5</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2369391"/>
                </identifiers>
                <balance>1367</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>25207.48</valUSD>
                <pctVal>0.293513241939</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>INSTEEL INDUSTRIES INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="IIIN.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="INSTEEL INDUSTRIES INC" floatingRtSpread="0" pmntAmt="0">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-7.86">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>25562.9</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-363.28</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2369408"/>
                </identifiers>
                <balance>355</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>57765.6</valUSD>
                <pctVal>0.672616561772</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>MEDIFAST INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="MED.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-6.2">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MEDIFAST INC" floatingRtSpread="0" pmntAmt="-405.67">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
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                        <notionalAmt>58887.4</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>709.93</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2370559"/>
                </identifiers>
                <balance>16592</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>28870.08</valUSD>
                <pctVal>0.336160170546</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>MANNKIND CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="MNKD.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>28206.4</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-722.74</unrealizedAppr>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2370783"/>
                </identifiers>
                <balance>241</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>12618.76</valUSD>
                <pctVal>0.146931512267</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SEI INVESTMENTS COMPANY</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="SEIC.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SEI INVESTMENTS CO" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-3.59">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-131.32</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2370787"/>
                </identifiers>
                <balance>151</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>20866.69</valUSD>
                <pctVal>0.242969540408</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>LIBERTY BROADBAND-A</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="LBRDA.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-2.05">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="LIBERTY BROADBAND CORP" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>20989</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>120.26</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2370791"/>
                </identifiers>
                <balance>255</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>12533.25</valUSD>
                <pctVal>0.145935842834</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>HERBALIFE NUTRITION LTD</issuerName>
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    <ticker value="HLF.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="HERBALIFE NUTRITION LTD" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2370815"/>
                </identifiers>
                <balance>488</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>20017.76</valUSD>
                <pctVal>0.233084688908</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>EATON VANCE CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="EV.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="EATON VANCE CORP" floatingRtSpread="0" pmntAmt="183">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <notionalAmt>20403.28</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-207.83</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2370818"/>
                </identifiers>
                <balance>212</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>63532.16</valUSD>
                <pctVal>0.739761779003</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>HUBSPOT INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="HUBS.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="HUBSPOT INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-16.19">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>62773.2</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>742.77</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2371378"/>
                </identifiers>
                <balance>1176</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>54684</valUSD>
                <pctVal>0.636734735967</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>INDEPENDENT BANK GROUP INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="IBTX.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-5.61">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="INDEPENDENT BANK GROUP INC" floatingRtSpread="0" pmntAmt="-294">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>55671.84</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>688.23</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2371381"/>
                </identifiers>
                <balance>1141</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>36956.99</valUSD>
                <pctVal>0.430323298767</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>TEXAS CAPITAL BANCSHARES INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="TCBI.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="TEXAS CAPITAL BANCSHARES INC" floatingRtSpread="0" pmntAmt="0">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-11.2">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-1403.22</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2371628"/>
                </identifiers>
                <balance>770</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>29491</valUSD>
                <pctVal>0.343390097623</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>TAUBMAN CENTERS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="TCO.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="TAUBMAN CENTERS INC" floatingRtSpread="0" pmntAmt="0">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-8.7">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>91.4</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2372799"/>
                </identifiers>
                <balance>883</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>8927.13</valUSD>
                <pctVal>0.103946561398</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>NORTHWEST BANCSHARES INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="NWBI.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="NORTHWEST BANCSHARES INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>26.49</unrealizedAppr>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2373216"/>
                </identifiers>
                <balance>1250</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>18825</valUSD>
                <pctVal>0.219196317105</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CINCINNATI BELL INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="CBB.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-5.44">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>18850</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-30.44</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2374112"/>
                </identifiers>
                <balance>1719</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>69774.21</valUSD>
                <pctVal>0.812443551709</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BORGWARNER INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="BWA.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-6.97">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BORGWARNER INC" floatingRtSpread="0" pmntAmt="-292.23">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <pmntCurCd>USD</pmntCurCd>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-6.97</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2374676"/>
                </identifiers>
                <balance>3775</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>31634.5</valUSD>
                <pctVal>0.368348785841</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>X4 PHARMACEUTICALS INC</issuerName>
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<identifiers>
    <ticker value="XFOR.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="X4 PHARMACEUTICALS INC" floatingRtSpread="0" pmntAmt="0">
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                        </floatingRecDesc>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2374684"/>
                </identifiers>
                <balance>1762</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>48208.32</valUSD>
                <pctVal>0.56133260015</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>COMPUTER PROGRAMS &amp; SYSTEMS</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="CPSI.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="COMPUTER PROGRAMS &amp; SYSTEMS IN" floatingRtSpread="0" pmntAmt="176.2">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-12.67">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
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                        <notionalAmt>48349.28</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>22.57</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
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                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2374685"/>
                </identifiers>
                <balance>2190</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>43274.4</valUSD>
                <pctVal>0.503882555375</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>HANGER INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="HNGR.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="HANGER INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-11.42">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>43602.9</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-339.92</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2374714"/>
                </identifiers>
                <balance>6852</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>35424.84</valUSD>
                <pctVal>0.412483105553</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>COMMUNITY HEALTH SYSTEMS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="CYH.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="COMMUNITY HEALTH SYSTEMS INC" floatingRtSpread="0" pmntAmt="0">
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                        </floatingRecDesc>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>37206.36</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-1790.89</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2375399"/>
                </identifiers>
                <balance>195</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7681.05</valUSD>
                <pctVal>0.089437337131</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>HEXCEL CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="HXL.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="HEXCEL CORP" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2.27">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>7965.75</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-286.97</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2377421"/>
                </identifiers>
                <balance>268</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>14943.68</valUSD>
                <pctVal>0.174002635856</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>PVH CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="PVH.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PVH CORP" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-4.08">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>14753.4</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>186.2</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2377433"/>
                </identifiers>
                <balance>399</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>17081.19</valUSD>
                <pctVal>0.198891577146</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>TREEHOUSE FOODS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="THS.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-1.84">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="TREEHOUSE FOODS INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>17440.29</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>357.26</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2379575"/>
                </identifiers>
                <balance>675</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>44793</valUSD>
                <pctVal>0.521564973816</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>MCGRATH RENTCORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="MGRC.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MCGRATH RENTCORP" floatingRtSpread="0" pmntAmt="283.5">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-11.48">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>45542.25</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-477.23</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2379618"/>
                </identifiers>
                <balance>4528</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>58773.44</valUSD>
                <pctVal>0.684351744573</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <identifiers>
                    <other otherDesc="Internal ID" value="2379619"/>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                    <other otherDesc="Internal ID" value="2379621"/>
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                <units>NC</units>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2379624"/>
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                <units>NC</units>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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    <ticker value="RCKY.OQ"/>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2379627"/>
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                <balance>1555</balance>
                <units>NC</units>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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<issuerName>EVO PAYMENTS INC-CLASS A</issuerName>
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    <ticker value="EVOP.OQ"/>
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                        <swapFlag>Y</swapFlag>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2379633"/>
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                <balance>619</balance>
                <units>NC</units>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2379634"/>
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                <balance>1148</balance>
                <units>NC</units>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2379636"/>
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    <ticker value="CCS.N"/>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2379681"/>
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                <units>NC</units>
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<issuerName>AGILYSYS INC</issuerName>
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    <ticker value="AGYS.OQ"/>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2379684"/>
                </identifiers>
                <balance>707</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>17554.81</valUSD>
                <pctVal>0.204406358538</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>NATIONAL BANKSHARES INC/VA</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="NKSH.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-1.9">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="NATIONAL BANKSHARES INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
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                        <curCd>USD</curCd>
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                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2379693"/>
                </identifiers>
                <balance>5046</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>66354.9</valUSD>
                <pctVal>0.772629466235</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>QUINSTREET INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="QNST.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="QUINSTREET INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-17.23">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-774.13</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2379917"/>
                </identifiers>
                <balance>1482</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>75730.2</valUSD>
                <pctVal>0.881794471906</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>PENN NATIONAL GAMING INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="PENN.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PENN NATIONAL GAMING INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-16.17">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2379937"/>
                </identifiers>
                <balance>3131</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>25502</valUSD>
                <pctVal>0.296942601796</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BCB BANCORP INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="BCBP.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-2.76">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BCB BANCORP INC" floatingRtSpread="0" pmntAmt="-318.5">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>25329.79</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-493.47</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2379942"/>
                </identifiers>
                <balance>2712</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>38727.36</valUSD>
                <pctVal>0.450937300568</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SOUTH PLAINS FINANCIAL INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="SPFI.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOUTH PLAINS FINANCIAL INC" floatingRtSpread="0" pmntAmt="81.36">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-10.43">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>179.41</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2381855"/>
                </identifiers>
                <balance>241</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>8912.18</valUSD>
                <pctVal>0.103772485173</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BANK OF NEW YORK MELLON CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="BK.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BANK OF NEW YORK MELLON CORP/THE" floatingRtSpread="0" pmntAmt="74.71">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2.56">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-65.22</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2381858"/>
                </identifiers>
                <balance>95</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>11247.05</valUSD>
                <pctVal>0.130959465514</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>TRANE TECHNOLOGIES PLC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="TT.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="TRANE TECHNOLOGIES PLC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>11297.4</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-53.41</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2381876"/>
                </identifiers>
                <balance>631</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>18835.35</valUSD>
                <pctVal>0.219316831415</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CARRIER GLOBAL CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="CARR.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CARRIER GLOBAL CORP" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-5">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>19106.68</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-276.33</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2381877"/>
                </identifiers>
                <balance>116</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>20630.6</valUSD>
                <pctVal>0.240220533316</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CASEY'S GENERAL STORES INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="CASY.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-1.96">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CASEY'S GENERAL STORES INC" floatingRtSpread="0" pmntAmt="-37.12">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2381878"/>
                </identifiers>
                <balance>193</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>16509.22</valUSD>
                <pctVal>0.192231618713</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>TEMPUR SEALY INTERNATIONAL I</issuerName>
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    <ticker value="TPX.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="TEMPUR SEALY INTERNATIONAL INC" floatingRtSpread="0" pmntAmt="0">
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2381879"/>
                </identifiers>
                <balance>1363</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.145533662713</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>MGIC INVESTMENT CORP</issuerName>
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<identifiers>
    <ticker value="MTG.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                            <rtResetTenors>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2381898"/>
                </identifiers>
                <balance>212</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.166969723478</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>OWENS CORNING</issuerName>
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    <ticker value="OC.N"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OWENS CORNING" floatingRtSpread="0" pmntAmt="50.88">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-251.91</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2381901"/>
                </identifiers>
                <balance>334</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>11406.1</valUSD>
                <pctVal>0.132811426961</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                            <otherRefInst>
<issuerName>JABIL INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="JBL.N"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="JABIL INC" floatingRtSpread="0" pmntAmt="26.72">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-3.29">
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                        <curCd>USD</curCd>
                        <unrealizedAppr>20.09</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2381906"/>
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                <balance>223</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>13837.15</valUSD>
                <pctVal>0.161118317091</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                            <otherRefInst>
<issuerName>WR BERKLEY CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="WRB.N"/>
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                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="W R BERKLEY CORP" floatingRtSpread="0" pmntAmt="0">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-4.12">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>14100.29</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-267.26</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2382307"/>
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                <balance>711</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>30046.86</valUSD>
                <pctVal>0.349862472912</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>AXONICS MODULATION TECHNOLOG</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="AXNX.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="AXONICS MODULATION TECHNOLOGIES INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <curCd>USD</curCd>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2382333"/>
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                <balance>2576</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.19076611813</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>FITBIT INC - A</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="FIT.N"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-236.84</unrealizedAppr>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2382345"/>
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                <balance>900</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>34650</valUSD>
                <pctVal>0.403460950209</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>89BIO INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="ETNB.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>33858</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-820.91</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2382348"/>
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                <balance>2143</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>19072.7</valUSD>
                <pctVal>0.222080509814</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>KALA PHARMACEUTICALS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="KALA.OQ"/>
</identifiers>
                            </otherRefInst>
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                        <swapFlag>Y</swapFlag>
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                        </floatingRecDesc>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2382354"/>
                </identifiers>
                <balance>11261</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>29841.65</valUSD>
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                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>GALECTIN THERAPEUTICS INC</issuerName>
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</identifiers>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2382361"/>
                </identifiers>
                <balance>7970</balance>
                <units>NC</units>
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                <pctVal>0.464009202477</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>KADMON HOLDINGS INC</issuerName>
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    <ticker value="KDMN.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2382365"/>
                </identifiers>
                <balance>9389</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>AFFIMED NV</issuerName>
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    <ticker value="AFMD.OQ"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2382616"/>
                </identifiers>
                <balance>482</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>21193.54</valUSD>
                <pctVal>0.246775347379</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>CORTEXYME INC</issuerName>
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    <ticker value="CRTX.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-86.21</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2384472"/>
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                <balance>2628</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.39933202516</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>ASTA FUNDING INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="PVT046220109"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ASTA FUNDING INC" floatingRtSpread="0" pmntAmt="0">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-9.94">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>68.9</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2387191"/>
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                <balance>17</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.016308788187</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>JACK IN THE BOX INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="JACK.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2387727"/>
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                <balance>495</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>ARCH CAPITAL GROUP LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="ACGL.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2387729"/>
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                <balance>828</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>29965.32</valUSD>
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                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>MEDALLIA INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="MDLA.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-1368.89</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2387732"/>
                </identifiers>
                <balance>189</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>19096.56</valUSD>
                <pctVal>0.222358333141</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
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                        <swapFlag>Y</swapFlag>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2387758"/>
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                <balance>143</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <identifiers>
                    <other otherDesc="Internal ID" value="2387778"/>
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                <balance>271</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
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                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2387862"/>
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                <balance>257</balance>
                <units>NC</units>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>FASTIGHETS AB BALDER-B SHRS</issuerName>
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                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2388153"/>
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                <balance>123</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <payoffProfile>N/A</payoffProfile>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
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                        <swapFlag>Y</swapFlag>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2388480"/>
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                <units>NC</units>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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<issuerName>KOBE BUSSAN CO LTD</issuerName>
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                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2388487"/>
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                <balance>500</balance>
                <units>NC</units>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2388513"/>
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                <units>NC</units>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <identifiers>
                    <other otherDesc="Internal ID" value="2388893"/>
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                <units>NC</units>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2389282"/>
                </identifiers>
                <balance>419</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>22089.68</valUSD>
                <pctVal>0.257209907146</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>PENNYMAC FINANCIAL SERVICES</issuerName>
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<identifiers>
    <ticker value="PFSI.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PENNYMAC FINANCIAL SERVICES INC" floatingRtSpread="0" pmntAmt="62.85">
                            <rtResetTenors>
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                        <pmntCurCd>USD</pmntCurCd>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2389299"/>
                </identifiers>
                <balance>1040</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>8008</valUSD>
                <pctVal>0.093244308493</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CURO GROUP HOLDINGS CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="CURO.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2.23">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-246.63</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2389302"/>
                </identifiers>
                <balance>787</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>14421.78</valUSD>
                <pctVal>0.16792568723</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>MR COOPER GROUP INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="COOP.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MR COOPER GROUP INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-3.32">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <notionalAmt>14095.17</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>323.29</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2389307"/>
                </identifiers>
                <balance>872</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>51753.2</valUSD>
                <pctVal>0.602608809477</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>UFP INDUSTRIES INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="UFPI.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="UFP INDUSTRIES INC" floatingRtSpread="0" pmntAmt="109">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-14.94">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-926.18</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2389922"/>
                </identifiers>
                <balance>480</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>30993.6</valUSD>
                <pctVal>0.360886213749</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>RAPID7 INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="RPD.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="RAPID7 INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-8.23">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>30710.4</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>274.97</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2390206"/>
                </identifiers>
                <balance>187</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>21314.26</valUSD>
                <pctVal>0.248180998344</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>INPHI CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="IPHI.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="INPHI CORP" floatingRtSpread="0" pmntAmt="0">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-6.7">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>20884.16</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>423.4</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2390779"/>
                </identifiers>
                <balance>114</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>11283.72</valUSD>
                <pctVal>0.131386447131</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>BILL.COM HOLDINGS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="BILL.N"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-3.04">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>12090.84</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-810.16</unrealizedAppr>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2390780"/>
                </identifiers>
                <balance>488</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>42636.56</valUSD>
                <pctVal>0.4964556136</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>BLACKLINE INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="BL.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-12.43">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>41397.04</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>1227.09</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2392473"/>
                </identifiers>
                <balance>74</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>6141.26</valUSD>
                <pctVal>0.071508184562</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ENVESTNET INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="ENV.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ENVESTNET INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>6155.32</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-15.81</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2393243"/>
                </identifiers>
                <balance>2000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>13006.12</valUSD>
                <pctVal>0.151441891306</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CHINA RESOURCES BEER HOLDING</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="0291.HK"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.4" pmntAmt="-3.46">
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                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CHINA RESOURCES BEER HOLDINGS CO LTD" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>332.22</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2393246"/>
                </identifiers>
                <balance>6000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>13025.92</valUSD>
                <pctVal>0.15167244042</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>STANDARD FOODS CORP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="1227.TW"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="STANDARD FOODS CORP" floatingRtSpread="0" pmntAmt="485.72">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".35" pmntAmt="-4.76">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>13022.4</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>484.48</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2393249"/>
                </identifiers>
                <balance>10000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>14115.76</valUSD>
                <pctVal>0.164362422584</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>JINXIN FERTILITY GROUP LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="1951.HK"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-3.5" pmntAmt="-39.63">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="JINXIN FERTILITY GROUP LTD" floatingRtSpread="0" pmntAmt="-87.74">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>13987</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-256.13</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2393252"/>
                </identifiers>
                <balance>11000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>27592.32</valUSD>
                <pctVal>0.321282067696</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>UNIMICRON TECHNOLOGY CORP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="3037.TW"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="UNIMICRON TECHNOLOGY CORP" floatingRtSpread="0" pmntAmt="367.17">
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".35" pmntAmt="-8.31">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>28971.8</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-1020.62</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2393253"/>
                </identifiers>
                <balance>5000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>11553.6</valUSD>
                <pctVal>0.134528901424</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>FORMOSA CHEMICALS &amp; FIBRE</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="1326.TW"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.4" pmntAmt="-2.87">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FORMOSA CHEMICALS &amp; FIBRE CORP" floatingRtSpread="0" pmntAmt="-644.16">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>11840</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-360.63</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2393278"/>
                </identifiers>
                <balance>5000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>8915.9</valUSD>
                <pctVal>0.103815800461</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SHANGHAI PHARMACEUTICALS-H</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="2607.HK"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SHANGHAI PHARMACEUTICALS HOLDING CO LTD" floatingRtSpread="0" pmntAmt="310.34">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2.61">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>8722.5</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>501.13</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2393279"/>
                </identifiers>
                <balance>19000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>10664.24</valUSD>
                <pctVal>0.124173287263</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CHINA COMMUNICATIONS CONST-H</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="1800.HK"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.4" pmntAmt="-2.73">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CHINA COMMUNICATIONS CONSTRUCTION CO LTD" floatingRtSpread="0" pmntAmt="-624.51">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>10860.4</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-431.08</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2393281"/>
                </identifiers>
                <balance>14000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>12753.22</valUSD>
                <pctVal>0.148497150344</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>UNI-PRESIDENT CHINA HOLDINGS</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="0220.HK"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                            <rtResetTenors>
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                        </floatingRecDesc>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>13024.2</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-275.37</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2393282"/>
                </identifiers>
                <balance>4132</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>10172.01</valUSD>
                <pctVal>0.118441812991</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>PICK N PAY STORES LTD</issuerName>
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    <ticker value="PIKJ.J"/>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2393283"/>
                </identifiers>
                <balance>2189</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <swapFlag>Y</swapFlag>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2393284"/>
                </identifiers>
                <balance>9095</balance>
                <units>NC</units>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>LIFE HEALTHCARE GROUP HOLDIN</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="LHCJ.J"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2393285"/>
                </identifiers>
                <balance>186</balance>
                <units>NC</units>
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                <pctVal>0.126329037922</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>FOMENTO ECONOMICO MEX-SP ADR</issuerName>
<issueTitle>COMMON STOCK - ADR</issueTitle>
<identifiers>
    <ticker value="FMX.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
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                        <notionalAmt>10788</notionalAmt>
                        <curCd>USD</curCd>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2393286"/>
                </identifiers>
                <balance>3100</balance>
                <units>NC</units>
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                <valUSD>18259.92</valUSD>
                <pctVal>0.212616585107</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>LOJAS AMERICANAS SA-PREF</issuerName>
<issueTitle>PREFERRED</issueTitle>
<identifiers>
    <ticker value="LAME4.SA"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="LOJAS AMERICANAS SA" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2393287"/>
                </identifiers>
                <balance>1800</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>2387.13</valUSD>
                <pctVal>0.027795490276</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>JG SUMMIT HOLDINGS INC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="JGS.PS"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-2.5" pmntAmt="-0.31">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>2338.2</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-49.24</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2393288"/>
                </identifiers>
                <balance>4200</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>19702.47</valUSD>
                <pctVal>0.229413485358</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>KLABIN SA - UNIT</issuerName>
<issueTitle>STOCK UNIT</issueTitle>
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    <ticker value="KLBN11.SA"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2393289"/>
                </identifiers>
                <balance>10000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>GENOMMA LAB INTERNACIONAL-B</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="LABB.MX"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2393290"/>
                </identifiers>
                <balance>424</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>WIWYNN CORP</issuerName>
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    <ticker value="6669.TW"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
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                    <other otherDesc="Internal ID" value="2393295"/>
                </identifiers>
                <balance>70500</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
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    <ticker value="0272.HK"/>
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                        <swapFlag>Y</swapFlag>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <identifiers>
                    <other otherDesc="Internal ID" value="2393296"/>
                </identifiers>
                <balance>9000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>SHANGHAI INDUSTRIAL HLDG LTD</issuerName>
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<identifiers>
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                        <curCd>USD</curCd>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2393297"/>
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                <balance>1415</balance>
                <units>NC</units>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>GRUMA S.A.B.-B</issuerName>
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                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2393304"/>
                </identifiers>
                <balance>2000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.146934656119</pctVal>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>AAC TECHNOLOGIES HOLDINGS IN</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="2018.HK"/>
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                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2393305"/>
                </identifiers>
                <balance>789</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <assetCat>DE</assetCat>
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                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>HOTAI MOTOR COMPANY LTD</issuerName>
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</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <identifiers>
                    <other otherDesc="Internal ID" value="2393306"/>
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                <balance>8380</balance>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
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<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="4123.TWO"/>
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                        <swapFlag>Y</swapFlag>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2393309"/>
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                <balance>2000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                            <otherRefInst>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <identifiers>
                    <other otherDesc="Internal ID" value="2393313"/>
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                            <otherRefInst>
<issuerName>WOOLWORTHS HOLDINGS LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="WHLJ.J"/>
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                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2393318"/>
                </identifiers>
                <balance>9600</balance>
                <units>NC</units>
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                <pctVal>0.132891420517</pctVal>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>BERLI JUCKER PUB CO-FORGN</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
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                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <rcptCurCd>USD</rcptCurCd>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2393334"/>
                </identifiers>
                <balance>288000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>17285.47</valUSD>
                <pctVal>0.201270191948</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>MEGAWORLD CORP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="MEG.PS"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                            <rtResetTenors>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2393335"/>
                </identifiers>
                <balance>3267</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>8707.1</valUSD>
                <pctVal>0.101384555254</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>FORMOSA PLASTICS CORP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="1301.TW"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FORMOSA PLASTICS CORP" floatingRtSpread="0" pmntAmt="-487.91">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2393338"/>
                </identifiers>
                <balance>100</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7340.69</valUSD>
                <pctVal>0.085474221143</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>S-1 CORPORATION</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="012750.KS"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="S-1 CORP" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
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                            </rtResetTenors>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".35" pmntAmt="-2.9">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>7577.74</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-239.95</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2393343"/>
                </identifiers>
                <balance>1399</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>14470.85</valUSD>
                <pctVal>0.168497053141</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ADVANTECH CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="2395.TW"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-1.25" pmntAmt="-13.63">
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ADVANTECH CO LTD" floatingRtSpread="0" pmntAmt="-338.22">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>14729.09</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-93.61</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2393344"/>
                </identifiers>
                <balance>87</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>8861.86</valUSD>
                <pctVal>0.103186564393</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CHONGKUNDANG HOLDINGS CORP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="001630.KS"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CHONGKUNDANG HOLDINGS CORP" floatingRtSpread="0" pmntAmt="0">
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".35" pmntAmt="-3.39">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>8736.34</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>122.13</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2393349"/>
                </identifiers>
                <balance>8100</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>15167.44</valUSD>
                <pctVal>0.176608073727</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>KLCCP STAPLED GROUP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="KLCC.KL"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="KLCCP STAPLED GROUP" floatingRtSpread="0" pmntAmt="145.46">
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".75" pmntAmt="-0.71">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>53.41</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
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                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2393350"/>
                </identifiers>
                <balance>4000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>18472.13</valUSD>
                <pctVal>0.215087535994</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>MICRO-STAR INTERNATIONAL CO</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="2377.TW"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MICRO-STAR INTERNATIONAL CO LTD" floatingRtSpread="0" pmntAmt="514.86">
                            <rtResetTenors>
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                        </floatingRecDesc>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2393355"/>
                </identifiers>
                <balance>16000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>18951.78</valUSD>
                <pctVal>0.220672530071</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>VIVA BIOTECH HOLDINGS</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="1873.HK"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-23.375" pmntAmt="-371.59">
                            <rtResetTenors>
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                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="VIVA BIOTECH HOLDINGS" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-473.77</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2393364"/>
                </identifiers>
                <balance>468</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>10834.25</valUSD>
                <pctVal>0.126152865795</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>GREEN CROSS HOLDINGS CORP</issuerName>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2393367"/>
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                <balance>48</balance>
                <units>NC</units>
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                <assetCat>DE</assetCat>
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                <fairValLevel>2</fairValLevel>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>CELLTRION INC</issuerName>
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                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <identifiers>
                    <other otherDesc="Internal ID" value="2393477"/>
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                <balance>23000</balance>
                <units>NC</units>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>ACER INC</issuerName>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2393478"/>
                </identifiers>
                <balance>12000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>10946.82</valUSD>
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                <invCountry>US</invCountry>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CHINA GRAND PHARMACEUTICAL A</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="0512.HK"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CHINA GRAND PHARMACEUTICAL AND HEALTHCARE HOLDINGS LTD" floatingRtSpread="0" pmntAmt="0">
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-172.85</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2393937"/>
                </identifiers>
                <balance>2700</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>10492.47</valUSD>
                <pctVal>0.122173215476</pctVal>
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                <invCountry>US</invCountry>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>BRASKEM SA-PREF A</issuerName>
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    <ticker value="BRKM5.SA"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2393959"/>
                </identifiers>
                <balance>628200</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>PAKUWON JATI TBK PT</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="PWON.JK"/>
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                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PAKUWON JATI TBK PT" floatingRtSpread="0" pmntAmt="0">
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                        </floatingPmntDesc>
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                        <curCd>USD</curCd>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2393962"/>
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                <balance>505</balance>
                <units>NC</units>
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                <pctVal>0.247613824234</pctVal>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2395055"/>
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                <balance>543</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                            <otherRefInst>
<issuerName>LIVEPERSON INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
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    <ticker value="LPSN.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2395338"/>
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                <balance>292</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
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                            <otherRefInst>
<issuerName>IHS MARKIT LTD</issuerName>
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    <ticker value="INFO.N"/>
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                        <swapFlag>Y</swapFlag>
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                        <unrealizedAppr>55.1</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
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                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2395341"/>
                </identifiers>
                <balance>489</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>17144.34</valUSD>
                <pctVal>0.199626889094</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>INGERSOLL-RAND INC</issuerName>
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    <ticker value="IR.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-1.64">
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                        <curCd>USD</curCd>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2395347"/>
                </identifiers>
                <balance>167</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>17087.44</valUSD>
                <pctVal>0.198964351488</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CURTISS-WRIGHT CORP</issuerName>
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    <ticker value="CW.N"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>101.76</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2396597"/>
                </identifiers>
                <balance>21</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>1034.04</valUSD>
                <pctVal>0.012040252841</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>MIMECAST LTD</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="MIME.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>1008.84</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>24.92</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2396604"/>
                </identifiers>
                <balance>78</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>8619</valUSD>
                <pctVal>0.100358728134</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CYBERARK SOFTWARE LTD/ISRAEL</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="CYBR.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-0.94">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CYBERARK SOFTWARE LTD" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>87.98</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2396607"/>
                </identifiers>
                <balance>1900</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>34827</valUSD>
                <pctVal>0.405521919565</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>THERAVANCE BIOPHARMA INC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="TBPH.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="THERAVANCE BIOPHARMA INC" floatingRtSpread="0" pmntAmt="0">
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-10.6">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>32357</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>2459.4</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2396610"/>
                </identifiers>
                <balance>2057</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>10079.3</valUSD>
                <pctVal>0.117362307516</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>NOKIA CORP-SPON ADR</issuerName>
<issueTitle>COMMON STOCK - ADR</issueTitle>
<identifiers>
    <ticker value="NOK.N"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>225.34</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2397085"/>
                </identifiers>
                <balance>100</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7336.07</valUSD>
                <pctVal>0.085420426349</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>OMRON CORP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="6645.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OMRON CORP" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2.11">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>7355.91</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-21.95</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2397116"/>
                </identifiers>
                <balance>400</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>6892.32</valUSD>
                <pctVal>0.080253448091</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>NGK SPARK PLUG CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="5334.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="NGK SPARK PLUG CO., LTD." floatingRtSpread="0" pmntAmt="0">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-1.65">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-19.93</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2397117"/>
                </identifiers>
                <balance>700</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>8869.38</valUSD>
                <pctVal>0.103274126481</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SUMITOMO DAINIPPON PHARMA CO</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="4506.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SUMITOMO DAINIPPON PHARMA CO LTD" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
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                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2397118"/>
                </identifiers>
                <balance>276</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>8977.2</valUSD>
                <pctVal>0.104529571204</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                            <otherRefInst>
<issuerName>HANKYU HANSHIN HOLDINGS INC</issuerName>
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    <ticker value="9042.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="HANKYU HANSHIN HOLDINGS INC" floatingRtSpread="0" pmntAmt="0">
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2397119"/>
                </identifiers>
                <balance>500</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>5721.57</valUSD>
                <pctVal>0.066621358409</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                            <otherRefInst>
<issuerName>NTT DATA CORP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="9613.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.3" pmntAmt="-0.98">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="NTT DATA CORP" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2397120"/>
                </identifiers>
                <balance>600</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7171.79</valUSD>
                <pctVal>0.083507567333</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SEIKO EPSON CORP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="6724.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SEIKO EPSON CORP" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>6995.16</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>174.69</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2397121"/>
                </identifiers>
                <balance>200</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>4999.29</valUSD>
                <pctVal>0.058211206169</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ANA HOLDINGS INC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="9202.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-6.5" pmntAmt="-22.57">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ANA HOLDINGS INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>4804.36</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-217.5</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2397124"/>
                </identifiers>
                <balance>482</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>9858.84</valUSD>
                <pctVal>0.114795294498</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>TRATON SE</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="8TRA.DE"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-1.5" pmntAmt="-11.89">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>9694.8</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-175.93</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2397127"/>
                </identifiers>
                <balance>327</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>13700.33</valUSD>
                <pctVal>0.159525199422</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>YARA INTERNATIONAL ASA</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="YAR.OL"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="YARA INTERNATIONAL ASA" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-4.01">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>62.94</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2397128"/>
                </identifiers>
                <balance>495</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.08202669681</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SECURITAS AB-B SHS</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="SECUb.ST"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.3" pmntAmt="-1.26">
                            <rtResetTenors>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SECURITAS AB" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2397129"/>
                </identifiers>
                <balance>2162</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.188246379325</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>PEARSON PLC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="PSON.L"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.3" pmntAmt="0">
                            <rtResetTenors>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PEARSON PLC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>16283.1</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>116.14</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2397130"/>
                </identifiers>
                <balance>111</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>17412.25</valUSD>
                <pctVal>0.202746404914</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <swapFlag>Y</swapFlag>
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                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2397141"/>
                </identifiers>
                <balance>100</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>5117.31</valUSD>
                <pctVal>0.059585418618</pctVal>
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                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <identifiers>
                    <other otherDesc="Internal ID" value="2397144"/>
                </identifiers>
                <balance>400</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
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                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2397148"/>
                </identifiers>
                <balance>200</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>TAKARA BIO INC</issuerName>
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<identifiers>
    <ticker value="4974.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-9.02</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2397153"/>
                </identifiers>
                <balance>87</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>11820.14</valUSD>
                <pctVal>0.137632465108</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>ORIENTAL LAND CO LTD</issuerName>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        </floatingPmntDesc>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2397156"/>
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                <balance>112</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>SONY CORP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        </floatingPmntDesc>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2397158"/>
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                <balance>3000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.142312495692</pctVal>
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                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
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                        <swapFlag>Y</swapFlag>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2397163"/>
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                <balance>83</balance>
                <units>NC</units>
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                    <swapDeriv derivCat="SWP">
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                            <otherRefInst>
<issuerName>DAIFUKU CO LTD</issuerName>
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    <ticker value="6383.T"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2397166"/>
                </identifiers>
                <balance>700</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
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                            <otherRefInst>
<issuerName>JTEKT CORP</issuerName>
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<identifiers>
    <ticker value="6473.T"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <unrealizedAppr>-47.57</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2397167"/>
                </identifiers>
                <balance>29</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>6771.18</valUSD>
                <pctVal>0.078842906691</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>DISCO CORP</issuerName>
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    <ticker value="6146.T"/>
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                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2397170"/>
                </identifiers>
                <balance>200</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>5075.77</valUSD>
                <pctVal>0.059101731234</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>MANI INC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="7730.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.3" pmntAmt="-0.9">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MANI INC" floatingRtSpread="0" pmntAmt="-20.89">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
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                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>4954.68</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-142.88</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2397175"/>
                </identifiers>
                <balance>11</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>6049.66</valUSD>
                <pctVal>0.070441603811</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SMC CORP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="6273.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.3" pmntAmt="-1">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SMC CORP/JAPAN" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>6133.21</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>82.55</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2397180"/>
                </identifiers>
                <balance>100</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>6439.13</valUSD>
                <pctVal>0.074976551467</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ROHM CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="6963.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ROHM CO LTD" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-1.9">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>6576.17</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-138.94</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2397186"/>
                </identifiers>
                <balance>200</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>6250.3</valUSD>
                <pctVal>0.072777834837</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>TOBU RAILWAY CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="9001.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="TOBU RAILWAY CO LTD" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-1.83">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>6097.04</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>151.43</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2397187"/>
                </identifiers>
                <balance>50</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>9263.38</valUSD>
                <pctVal>0.10786182098</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>MTU AERO ENGINES AG</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="MTXGn.DE"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.3" pmntAmt="-1.45">
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MTU AERO ENGINES AG" floatingRtSpread="0" pmntAmt="-2.37">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>191.33</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2397193"/>
                </identifiers>
                <balance>700</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>10409.29</valUSD>
                <pctVal>0.121204676318</pctVal>
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                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>TOSOH CORP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="4042.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="TOSOH CORP" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
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                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>10416.63</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-10.17</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2397194"/>
                </identifiers>
                <balance>200</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>5976.49</valUSD>
                <pctVal>0.069589620038</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SHIMADZU CORP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="7701.T"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SHIMADZU CORP" floatingRtSpread="0" pmntAmt="0">
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                        </floatingRecDesc>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>0.02</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2397199"/>
                </identifiers>
                <balance>100</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.03880747078</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>HITACHI LTD</issuerName>
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<identifiers>
    <ticker value="6501.T"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.3" pmntAmt="-0.5">
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="HITACHI LTD" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
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                        <terminationDt>2025-01-28</terminationDt>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2397200"/>
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                <balance>200</balance>
                <units>NC</units>
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                <pctVal>0.061212536459</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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<issuerName>DENTSU GROUP INC</issuerName>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2397203"/>
                </identifiers>
                <balance>491</balance>
                <units>NC</units>
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                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>CIMIC GROUP LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="CIM.AX"/>
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                        <swapFlag>Y</swapFlag>
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                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2397577"/>
                </identifiers>
                <balance>200</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.079703739824</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>NIHON KOHDEN CORP</issuerName>
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    <ticker value="6849.T"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <terminationDt>2025-01-28</terminationDt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-24.34</unrealizedAppr>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2397580"/>
                </identifiers>
                <balance>78</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7806.26</valUSD>
                <pctVal>0.090895269183</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>NISSIN FOODS HOLDINGS CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="2897.T"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="NISSIN FOODS HOLDINGS CO LTD" floatingRtSpread="0" pmntAmt="0">
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2397583"/>
                </identifiers>
                <balance>200</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>5674.36</valUSD>
                <pctVal>0.066071650142</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                            <otherRefInst>
<issuerName>AGC INC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="5201.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.3" pmntAmt="-0.99">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="AGC INC/JAPAN" floatingRtSpread="0" pmntAmt="-111.41">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-84.28</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2397586"/>
                </identifiers>
                <balance>1600</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>10650.05</valUSD>
                <pctVal>0.124008060398</pctVal>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>Z HOLDINGS CORP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="4689.T"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Z HOLDINGS CORP" floatingRtSpread="0" pmntAmt="0">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2.31">
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-219.78</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2397589"/>
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                <balance>67</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.05080138092</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <fairValLevel>2</fairValLevel>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
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                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="EAST JAPAN RAILWAY CO" floatingRtSpread="0" pmntAmt="0">
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <identifiers>
                    <other otherDesc="Internal ID" value="2398877"/>
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                <balance>400</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.147094643232</pctVal>
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                <invCountry>US</invCountry>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2398880"/>
                </identifiers>
                <balance>400</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.102812329619</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>NISHIO RENT ALL CO LTD</issuerName>
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</identifiers>
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                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <pmntCurCd>USD</pmntCurCd>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
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                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2398883"/>
                </identifiers>
                <balance>7500</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>8941.7</valUSD>
                <pctVal>0.104116212943</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                            <otherRefInst>
<issuerName>CSTONE PHARMACEUTICALS</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="2616.HK"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2398886"/>
                </identifiers>
                <balance>1400</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.095886424632</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                            <otherRefInst>
<issuerName>MATSUYA CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="8237.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.3" pmntAmt="-1.47">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MATSUYA CO LTD" floatingRtSpread="0" pmntAmt="-33.24">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2398889"/>
                </identifiers>
                <balance>300</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>14757.12</valUSD>
                <pctVal>0.171830350867</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>FRONTIER MANAGEMENT INC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="7038.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FRONTIER MANAGEMENT INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>13866.33</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-961.06</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2398892"/>
                </identifiers>
                <balance>1200</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7477.69</valUSD>
                <pctVal>0.087069434712</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SANOH INDUSTRIAL CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="6584.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-1.5" pmntAmt="-8.56">
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SANOH INDUSTRIAL CO LTD" floatingRtSpread="0" pmntAmt="0">
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                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>7361.52</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-124.73</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2398915"/>
                </identifiers>
                <balance>650</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7493.27</valUSD>
                <pctVal>0.087250846591</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>KEYHOLDER INC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="4712.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-14.625" pmntAmt="-85.33">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="KEYHOLDER INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>7541.43</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-37.17</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2398918"/>
                </identifiers>
                <balance>100</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>5343.91</valUSD>
                <pctVal>0.06222392515</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>INFO SERVICES INTL DENTSU</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="4812.T"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                            <rtResetTenors>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2398921"/>
                </identifiers>
                <balance>900</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.077472070972</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>RENGO CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="3941.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="RENGO CO LTD" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-11.21</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2398924"/>
                </identifiers>
                <balance>6</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.094721103653</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>TOKYU REIT INC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="8957.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="TOKYU REIT INC" floatingRtSpread="0" pmntAmt="-197.67">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-577.68</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2398927"/>
                </identifiers>
                <balance>600</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7913.89</valUSD>
                <pctVal>0.092148501566</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>PRESSANCE CORP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="3254.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PRESSANCE CORP" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>7694.1</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>217.71</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2398930"/>
                </identifiers>
                <balance>400</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>12670.54</valUSD>
                <pctVal>0.147534433133</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>OISIX RA DAICHI INC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="3182.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-9.5" pmntAmt="-62.69">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OISIX RA DAICHI INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>12288.04</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-445.19</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2398933"/>
                </identifiers>
                <balance>200</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>6816.79</valUSD>
                <pctVal>0.079373984727</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>OBARA GROUP INC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="6877.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-1.875" pmntAmt="-9.68">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBARA GROUP INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>6773.46</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-53.01</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2398936"/>
                </identifiers>
                <balance>900</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7817.59</valUSD>
                <pctVal>0.091027194509</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>UNIPRES CORP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="5949.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.3" pmntAmt="-1.24">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="UNIPRES CORP" floatingRtSpread="0" pmntAmt="-230.78">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>7347.42</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-702.19</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2398939"/>
                </identifiers>
                <balance>300</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7704.29</valUSD>
                <pctVal>0.089707941244</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>PAPYLESS CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="3641.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PAPYLESS CO LTD" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2.03">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>8060.49</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-358.23</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2398942"/>
                </identifiers>
                <balance>500</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7874.24</valUSD>
                <pctVal>0.091686821142</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SINOPS INC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="4428.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-7.875" pmntAmt="-61.95">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SINOPS INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>8145.05</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>208.86</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2398945"/>
                </identifiers>
                <balance>1200</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>8950.57</valUSD>
                <pctVal>0.104219494289</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>EUGLENA CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="2931.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-4.5" pmntAmt="-30.14">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="EUGLENA CO LTD" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>8793.24</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-187.47</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2398948"/>
                </identifiers>
                <balance>200</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>6278.62</valUSD>
                <pctVal>0.073107589934</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>IBIDEN CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="4062.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="IBIDEN CO LTD" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-1.62">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>6538.58</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-261.58</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2398951"/>
                </identifiers>
                <balance>300</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>5339.19</valUSD>
                <pctVal>0.062168965967</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>WACOAL HOLDINGS CORP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="3591.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="WACOAL HOLDINGS CORP" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-1.6">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>5225.22</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>112.37</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2398954"/>
                </identifiers>
                <balance>1775</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>10819.65</valUSD>
                <pctVal>0.125982864933</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>REDROW PLC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="RDW.L"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="REDROW PLC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-0.2">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>10493.45</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>326</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2398957"/>
                </identifiers>
                <balance>2022</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7487.06</valUSD>
                <pctVal>0.087178538005</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ITM POWER PLC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="ITM.L"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-7.75" pmntAmt="-3.29">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ITM POWER PLC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>7735.57</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>245.22</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2398960"/>
                </identifiers>
                <balance>200</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7279.42</valUSD>
                <pctVal>0.084760799716</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>HEROZ INC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="4382.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-20.875" pmntAmt="-105.09">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="HEROZ INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>6970.74</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-413.77</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2398963"/>
                </identifiers>
                <balance>200</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7392.72</valUSD>
                <pctVal>0.086080052982</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>IRISO ELECTRONICS CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="6908.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.3" pmntAmt="-1.03">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="IRISO ELECTRONICS CO LTD" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>7027.1</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-366.65</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2398966"/>
                </identifiers>
                <balance>400</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>5649.81</valUSD>
                <pctVal>0.065785792528</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>WARABEYA NICHIYO HOLDINGS CO</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="2918.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="WARABEYA NICHIYO HOLDINGS CO LTD" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-1.68">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>5614.16</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>33.97</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2398969"/>
                </identifiers>
                <balance>600</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7636.31</valUSD>
                <pctVal>0.088916389284</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ASUKANET CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="2438.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-6.875" pmntAmt="-46.73">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ASUKANET CO LTD" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>7699.74</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>16.7</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2398972"/>
                </identifiers>
                <balance>172</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>8233.39</valUSD>
                <pctVal>0.095868725912</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ARATA CORP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="2733.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ARATA CORP" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2.32">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>8192.39</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>38.68</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2398975"/>
                </identifiers>
                <balance>400</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>10861.54</valUSD>
                <pctVal>0.126470627681</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>NIPPON RIETEC CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="1938.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-7.5" pmntAmt="-70.31">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="NIPPON RIETEC CO LTD" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>11006.64</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>74.79</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2398978"/>
                </identifiers>
                <balance>556</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7944.88</valUSD>
                <pctVal>0.092509345861</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ATRIUM LJUNGBERG AB-B SHS</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="ATRLJb.ST"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.3" pmntAmt="-1.44">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                    <other otherDesc="Internal ID" value="2398981"/>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <identifiers>
                    <other otherDesc="Internal ID" value="2398984"/>
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                <balance>816</balance>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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<issuerName>SKISTAR AB</issuerName>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <identifiers>
                    <other otherDesc="Internal ID" value="2398987"/>
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                <units>NC</units>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2398990"/>
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                <balance>1000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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<issuerName>CHARM CARE CORP</issuerName>
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                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2398993"/>
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                <balance>938</balance>
                <units>NC</units>
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                <invCountry>US</invCountry>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>SAVILLS PLC</issuerName>
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                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399014"/>
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                <balance>110</balance>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>FORMULA SYSTEMS (1985) LTD</issuerName>
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                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399015"/>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <identifiers>
                    <other otherDesc="Internal ID" value="2399016"/>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <identifiers>
                    <other otherDesc="Internal ID" value="2399017"/>
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                <units>NC</units>
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                <payoffProfile>N/A</payoffProfile>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                    <other otherDesc="Internal ID" value="2399018"/>
                </identifiers>
                <balance>56</balance>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                    <other otherDesc="Internal ID" value="2399019"/>
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                <balance>2808</balance>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <swapFlag>Y</swapFlag>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399020"/>
                </identifiers>
                <balance>410</balance>
                <units>NC</units>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>VALMET OYJ</issuerName>
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    <ticker value="VALMT.HE"/>
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                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399021"/>
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                <units>NC</units>
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                <pctVal>0.141154743245</pctVal>
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                <invCountry>US</invCountry>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399022"/>
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                <balance>1531</balance>
                <units>NC</units>
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                <pctVal>0.163828317135</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
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                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399028"/>
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                <balance>2500</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.083001872988</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
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                        <swapFlag>Y</swapFlag>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399031"/>
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                <balance>9010</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <payoffProfile>N/A</payoffProfile>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>BMO COMMERCIAL PROPERTY TRUS</issuerName>
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                        <swapFlag>Y</swapFlag>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399034"/>
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                <units>NC</units>
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                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                            <otherRefInst>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399037"/>
                </identifiers>
                <balance>179</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>9501.32</valUSD>
                <pctVal>0.110632369277</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>NOVA MEASURING INSTRUMENTS</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="NVMI.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="NOVA MEASURING INSTRUMENTS LTD" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
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                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399042"/>
                </identifiers>
                <balance>1265</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>9452.63</valUSD>
                <pctVal>0.110065428046</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CERES POWER HOLDINGS PLC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="CWR.L"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.75" pmntAmt="-0.35">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CERES POWER HOLDINGS PLC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>25.79</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399043"/>
                </identifiers>
                <balance>300</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>8452.06</valUSD>
                <pctVal>0.098414896359</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>TOKYO ELECTRON DEVICE LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="2760.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="TOKYO ELECTRON DEVICE LTD" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2.67">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>8429.7</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>19.69</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399048"/>
                </identifiers>
                <balance>253</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>15619.09</valUSD>
                <pctVal>0.181867038753</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SWECO AB-B SHS</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="SWECb.ST"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SWECO AB" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-4.34">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>15274.07</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>340.68</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399051"/>
                </identifiers>
                <balance>200</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>9252.7</valUSD>
                <pctVal>0.107737464185</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>TOKYOTOKEIBA CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="9672.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="TOKYOTOKEIBA CO LTD" floatingRtSpread="0" pmntAmt="41.78">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2.32">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>9159.66</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>132.5</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399052"/>
                </identifiers>
                <balance>700</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>12596.89</valUSD>
                <pctVal>0.146676860291</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ARTIZA NETWORKS INC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="6778.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-3.75" pmntAmt="-36.65">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ARTIZA NETWORKS INC" floatingRtSpread="0" pmntAmt="-39.99">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>12382.93</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-290.6</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399055"/>
                </identifiers>
                <balance>300</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>10012.75</valUSD>
                <pctVal>0.116587406326</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>VALUECOMMERCE CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="2491.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2.66">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-645.46</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399060"/>
                </identifiers>
                <balance>500</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>6099.23</valUSD>
                <pctVal>0.071018791669</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>DIGITAL HOLDINGS INC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="2389.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="DIGITAL HOLDINGS INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-1.87">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>5876.25</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>221.11</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399061"/>
                </identifiers>
                <balance>600</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7959.21</valUSD>
                <pctVal>0.092676202872</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SEIREN CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="3569.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SEIREN CO LTD" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2.16">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>7136.1</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>820.95</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399068"/>
                </identifiers>
                <balance>800</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>6314.5</valUSD>
                <pctVal>0.073525372874</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>NEXYZ GROUP CORP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="4346.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-2.75" pmntAmt="-13.36">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="NEXYZ GROUP CORP" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>5989.92</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-337.94</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399069"/>
                </identifiers>
                <balance>500</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7402.16</valUSD>
                <pctVal>0.086189971348</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>OSG CORP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="6136.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.3" pmntAmt="-1.23">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OSG CORP" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>7200.9</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-202.49</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399070"/>
                </identifiers>
                <balance>900</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>12933.01</valUSD>
                <pctVal>0.150590606166</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SNOW PEAK INC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="7816.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-4" pmntAmt="-31">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SNOW PEAK INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>12682.62</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-281.39</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399075"/>
                </identifiers>
                <balance>900</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>8412.41</valUSD>
                <pctVal>0.097953215935</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>HOUSE DO CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="3457.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-8.125" pmntAmt="-45.7">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="HOUSE DO CO LTD" floatingRtSpread="0" pmntAmt="-158.75">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>8167.59</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-449.27</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399080"/>
                </identifiers>
                <balance>700</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>8525.7</valUSD>
                <pctVal>0.099272352762</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>TAMA HOME CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="1419.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="TAMA HOME CO LTD" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2.27">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>8253.07</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>270.36</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399081"/>
                </identifiers>
                <balance>900</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7069.82</valUSD>
                <pctVal>0.082320239394</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>KANDENKO CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="1942.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="KANDENKO CO LTD" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2.15">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>7136.1</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-68.43</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399082"/>
                </identifiers>
                <balance>300</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>5826.37</valUSD>
                <pctVal>0.067841638571</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>I'ROM GROUP CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="2372.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-6.375" pmntAmt="-31.31">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="I'ROM GROUP CO LTD" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>5879.1</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>21.42</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399089"/>
                </identifiers>
                <balance>1000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7222.77</valUSD>
                <pctVal>0.084101173083</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>FRONTEO INC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="2158.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-8.875" pmntAmt="-48.7">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FRONTEO INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>7337.1</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>65.63</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399090"/>
                </identifiers>
                <balance>900</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>9653.02</valUSD>
                <pctVal>0.112398748098</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>TSUGAMI CORP</issuerName>
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    <ticker value="6101.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399091"/>
                </identifiers>
                <balance>500</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>8605.96</valUSD>
                <pctVal>0.100206891748</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>IDEA CONSULTANTS INC</issuerName>
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    <ticker value="9768.T"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399096"/>
                </identifiers>
                <balance>300</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>6650.62</valUSD>
                <pctVal>0.07743911875</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>DIP CORP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="2379.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="DIP CORP" floatingRtSpread="0" pmntAmt="51.28">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-1.83">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>203.75</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399099"/>
                </identifiers>
                <balance>1</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>6165.32</valUSD>
                <pctVal>0.071788336668</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>NIPPON ACCOMMODATIONS FUND</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="3226.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="NIPPON ACCOMMODATIONS FUND INC" floatingRtSpread="0" pmntAmt="83.59">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-1.89">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>6181.6</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>65.42</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399106"/>
                </identifiers>
                <balance>700</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>8704.15</valUSD>
                <pctVal>0.101350205765</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>UNITED INC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="2497.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="UNITED INC/JAPAN" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2.12">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>8779.19</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-77.16</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399107"/>
                </identifiers>
                <balance>92</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>6262.76</valUSD>
                <pctVal>0.072922917764</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SERVERWORKS CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="4434.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-11.125" pmntAmt="-57.94">
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SERVERWORKS CO LTD" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>6676.69</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>355.99</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399108"/>
                </identifiers>
                <balance>200</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7166.12</valUSD>
                <pctVal>0.083441546451</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SMAREGI INC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="4431.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-8.25" pmntAmt="-44.07">
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SMAREGI INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>42.39</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399113"/>
                </identifiers>
                <balance>1800</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7647.64</valUSD>
                <pctVal>0.089048314611</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>GREE INC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="3632.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="GREE INC" floatingRtSpread="0" pmntAmt="150.4">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
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                        <notionalAmt>7795.62</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>0.22</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399114"/>
                </identifiers>
                <balance>1000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>8582.35</valUSD>
                <pctVal>0.099931979395</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>IBJ INC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="6071.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="IBJ INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-1.79">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>8558.4</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>22.16</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399119"/>
                </identifiers>
                <balance>700</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>9061.04</valUSD>
                <pctVal>0.105505795333</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>OPEN DOOR INC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="3926.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-4.375" pmntAmt="-22.9">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OPEN DOOR INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>9186.87</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>102.93</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399120"/>
                </identifiers>
                <balance>500</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>12798</valUSD>
                <pctVal>0.149018563947</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>KADOKAWA CORP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="9468.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="KADOKAWA CORP" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-3.17">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>13340.2</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-545.37</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399123"/>
                </identifiers>
                <balance>2700</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>9100.69</valUSD>
                <pctVal>0.105967475756</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>TOKYO BASE CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="3415.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-3.5" pmntAmt="-20.09">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="TOKYO BASE CO LTD" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>9055.26</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-65.52</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399128"/>
                </identifiers>
                <balance>300</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>8639</valUSD>
                <pctVal>0.100591606028</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>KOEI CHEMICAL CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="4367.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.875" pmntAmt="-5.75">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="KOEI CHEMICAL CO LTD" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>8920.11</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>275.36</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399129"/>
                </identifiers>
                <balance>300</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>9757.82</valUSD>
                <pctVal>0.113619028259</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>GENKY DRUGSTORES CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="9267.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.3" pmntAmt="-1.83">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="GENKY DRUGSTORES CO LTD" floatingRtSpread="0" pmntAmt="-35.12">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>9187.83</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-606.94</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399130"/>
                </identifiers>
                <balance>170</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7864.8</valUSD>
                <pctVal>0.091576902777</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SHIP HEALTHCARE HOLDINGS INC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="3360.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SHIP HEALTHCARE HOLDINGS INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2.15">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>7897.5</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-34.85</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399137"/>
                </identifiers>
                <balance>100</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>5589.39</valUSD>
                <pctVal>0.065082268412</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>TAKI CHEMICAL CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="4025.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-4.5" pmntAmt="-24.32">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="TAKI CHEMICAL CO LTD" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>5561.56</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-52.15</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399138"/>
                </identifiers>
                <balance>700</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>8327.43</valUSD>
                <pctVal>0.096963717766</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>RELIA INC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="4708.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="RELIA INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2.19">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>8108.38</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>216.86</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399145"/>
                </identifiers>
                <balance>171</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>6038.24</valUSD>
                <pctVal>0.070308630534</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>KUDAN INC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="4425.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-20.375" pmntAmt="-116.28">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="KUDAN INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399146"/>
                </identifiers>
                <balance>811</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>14246.12</valUSD>
                <pctVal>0.165880320693</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                            <otherRefInst>
<issuerName>UPONOR OYJ</issuerName>
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    <ticker value="UPONOR.HE"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="UPONOR OYJ" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
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                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399147"/>
                </identifiers>
                <balance>5400</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>9890.95</valUSD>
                <pctVal>0.115169179956</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>TATERU INC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="1435.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="TATERU INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-749.55</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399150"/>
                </identifiers>
                <balance>5110</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>9426.49</valUSD>
                <pctVal>0.109761056639</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>GCP STUDENT LIVING PLC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="DIGS.L"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.3" pmntAmt="-0.11">
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="GCP STUDENT LIVING PLC" floatingRtSpread="0" pmntAmt="-95.02">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-274.05</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399193"/>
                </identifiers>
                <balance>49900</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>11736.43</valUSD>
                <pctVal>0.136657754686</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SILVERLAKE AXIS LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="SLVX.SI"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-1.5" pmntAmt="-13.1">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="AXIS SYSTEMS HOLDINGS LTD" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-801.47</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399695"/>
                </identifiers>
                <balance>221</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7049.9</valUSD>
                <pctVal>0.082088293012</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>DENALI THERAPEUTICS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="DNLI.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-0.55">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="DENALI THERAPEUTICS INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>6906.25</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-144.2</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399720"/>
                </identifiers>
                <balance>166</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>5205.76</valUSD>
                <pctVal>0.060615321101</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ANI PHARMACEUTICALS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="ANIP.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-0.51">
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ANI PHARMACEUTICALS INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>5164.26</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-42.01</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399723"/>
                </identifiers>
                <balance>985</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>4599.95</valUSD>
                <pctVal>0.053561333273</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CORMEDIX INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="CRMD.A"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CORMEDIX INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399725"/>
                </identifiers>
                <balance>121</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.050861696295</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ESPERION THERAPEUTICS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="ESPR.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-13.34" pmntAmt="-52.16">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ESPERION THERAPEUTICS INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-306.26</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399726"/>
                </identifiers>
                <balance>905</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.088411510011</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>AVID BIOSERVICES INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="CDMO.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                    <other otherDesc="Internal ID" value="2399727"/>
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                <balance>448</balance>
                <units>NC</units>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <identifiers>
                    <other otherDesc="Internal ID" value="2399728"/>
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                <units>NC</units>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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<issuerName>SIGA TECHNOLOGIES INC</issuerName>
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    <ticker value="SIGA.OQ"/>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399731"/>
                </identifiers>
                <balance>4410</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <swapFlag>Y</swapFlag>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399737"/>
                </identifiers>
                <balance>945</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <swapFlag>Y</swapFlag>
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                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399738"/>
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                <balance>331</balance>
                <units>NC</units>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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<issuerName>INVITAE CORP</issuerName>
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    <ticker value="NVTA.N"/>
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                        <swapFlag>Y</swapFlag>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-649.39</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399741"/>
                </identifiers>
                <balance>19485</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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<issuerName>AMA GROUP LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="AMA.AX"/>
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                        <swapFlag>Y</swapFlag>
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                        </floatingPmntDesc>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399748"/>
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                <balance>3885</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7306.73</valUSD>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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<issuerName>ADBRI LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="ABC.AX"/>
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                        <swapFlag>Y</swapFlag>
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                </derivativeInfo>
                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399749"/>
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                <balance>692</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.042382845076</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>LANNETT CO INC</issuerName>
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    <ticker value="LCI.N"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <unrealizedAppr>-69.64</unrealizedAppr>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399752"/>
                </identifiers>
                <balance>406</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>4754.26</valUSD>
                <pctVal>0.055358102659</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>INNOVIVA INC</issuerName>
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    <ticker value="INVA.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-0.56">
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                        <curCd>USD</curCd>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399753"/>
                </identifiers>
                <balance>2940</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>8066.44</valUSD>
                <pctVal>0.093924777697</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>WEBJET LTD</issuerName>
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    <ticker value="WEB.AX"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2399756"/>
                </identifiers>
                <balance>1892</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7326.09</valUSD>
                <pctVal>0.08530422028</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>AUDINATE GROUP LTD</issuerName>
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    <ticker value="AD8.AX"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="AUDINATE GROUP LTD" floatingRtSpread="0" pmntAmt="0">
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                        <curCd>USD</curCd>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2401615"/>
                </identifiers>
                <balance>736</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>18996.16</valUSD>
                <pctVal>0.221189286116</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CARLYLE GROUP INC/THE</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="CG.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-2.24">
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CARLYLE GROUP INC/THE" floatingRtSpread="0" pmntAmt="-152.25">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>441.67</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2401618"/>
                </identifiers>
                <balance>235</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>22905.45</valUSD>
                <pctVal>0.266708647099</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ACCELERON PHARMA INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="XLRN.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ACCELERON PHARMA INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-651</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2401619"/>
                </identifiers>
                <balance>435</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>22798.35</valUSD>
                <pctVal>0.26546158598</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>TRIMBLE INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="TRMB.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-2.11">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <notionalAmt>22637.4</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-163.06</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2401634"/>
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                <balance>120</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>15114</valUSD>
                <pctVal>0.175985823996</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>MSA SAFETY INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="MSA.N"/>
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                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MSA SAFETY INC" floatingRtSpread="0" pmntAmt="-51.6">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-192.3</unrealizedAppr>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2401635"/>
                </identifiers>
                <balance>181</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.280324551766</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BRIGHT HORIZONS FAMILY SOLUT</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="BFAM.N"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <curCd>USD</curCd>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2401638"/>
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                <balance>352</balance>
                <units>NC</units>
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                <pctVal>0.165790429826</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ARES MANAGEMENT CORP - A</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="ARES.N"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ARES MANAGEMENT CORP" floatingRtSpread="0" pmntAmt="0">
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                        <upfrontPmnt>0</upfrontPmnt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>114.68</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2402797"/>
                </identifiers>
                <balance>2324</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>32861.36</valUSD>
                <pctVal>0.382634214452</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>STERLING CONSTRUCTION CO</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="STRL.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-2.45">
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="STERLING CONSTRUCTION CO" floatingRtSpread="0" pmntAmt="0">
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                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2402800"/>
                </identifiers>
                <balance>417</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>4003.2</valUSD>
                <pctVal>0.046612839131</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BROOKLINE BANCORP INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="BRKL.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-0.43">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BROOKLINE BANCORP INC" floatingRtSpread="0" pmntAmt="-47.96">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
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                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2402812"/>
                </identifiers>
                <balance>1544</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>32285.04</valUSD>
                <pctVal>0.375923605078</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>MASTERCRAFT BOAT HOLDINGS IN</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="MCFT.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-3.63">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MASTERCRAFT BOAT HOLDINGS INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>1061.73</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2402815"/>
                </identifiers>
                <balance>574</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>15371.72</valUSD>
                <pctVal>0.17898668853</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>B. RILEY FINANCIAL INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="RILY.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-1.45">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="B RILEY FINANCIAL INC" floatingRtSpread="0" pmntAmt="-200.9">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>15429.12</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-144.95</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2402827"/>
                </identifiers>
                <balance>1618</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>20451.52</valUSD>
                <pctVal>0.238135344659</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BYLINE BANCORP INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="BY.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-2.27">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BYLINE BANCORP INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>21195.8</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>742.01</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2402830"/>
                </identifiers>
                <balance>625</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>11450</valUSD>
                <pctVal>0.133322593936</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>HAWTHORN BANCSHARES INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="HWBK.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="HAWTHORN BANCSHARES INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>405.11</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2402833"/>
                </identifiers>
                <balance>1744</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>71015.68</valUSD>
                <pctVal>0.826899097621</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>DOMO INC - CLASS B</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="DOMO.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="DOMO INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-16.42">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>66742.88</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>4256.38</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2402877"/>
                </identifiers>
                <balance>26</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>6631.82</valUSD>
                <pctVal>0.07722021353</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ALEXANDER'S INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="ALX.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ALEXANDER'S INC" floatingRtSpread="0" pmntAmt="117">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-1.97">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>6797.44</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-50.59</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2402896"/>
                </identifiers>
                <balance>901</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>11568.84</valUSD>
                <pctVal>0.134706354379</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>OFG BANCORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="OFG.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-1.28">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2402933"/>
                </identifiers>
                <balance>1068</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>33364.32</valUSD>
                <pctVal>0.388490627714</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ONTO INNOVATION INC</issuerName>
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    <ticker value="ONTO.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2402998"/>
                </identifiers>
                <balance>3309</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.482776482585</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>XPERI HOLDING CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="XPER.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="XPERI HOLDING CORP" floatingRtSpread="0" pmntAmt="-165.45">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2403616"/>
                </identifiers>
                <balance>843</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>15595.5</valUSD>
                <pctVal>0.181592359278</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>MASTECH DIGITAL INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="MHH.A"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MASTECH DIGITAL INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>179.76</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2403619"/>
                </identifiers>
                <balance>3021</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>19092.72</valUSD>
                <pctVal>0.222313620585</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>RETRACTABLE TECHNOLOGIES INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="RVP.A"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="RETRACTABLE TECHNOLOGIES INC" floatingRtSpread="0" pmntAmt="0">
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                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>1228.06</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2403706"/>
                </identifiers>
                <balance>335</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>6619.6</valUSD>
                <pctVal>0.077077925137</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>PLUMAS BANCORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="PLBC.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PLUMAS BANCORP" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-222.61</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2404807"/>
                </identifiers>
                <balance>10181</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>40265.86</valUSD>
                <pctVal>0.468851432514</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>FORTRESS BIOTECH INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="FBIO.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>6557.98</unrealizedAppr>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2404919"/>
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                <balance>1183</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>30012.71</valUSD>
                <pctVal>0.349464833909</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>FONAR CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="FONR.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                            <rtResetTenors>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-363.74</unrealizedAppr>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2404958"/>
                </identifiers>
                <balance>477</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>6463.35</valUSD>
                <pctVal>0.075258566596</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>FIRST WESTERN FINANCIAL INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="MYFW.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FIRST WESTERN FINANCIAL INC" floatingRtSpread="0" pmntAmt="0">
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                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>6620.76</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-158.98</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2406580"/>
                </identifiers>
                <balance>758</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>22110.86</valUSD>
                <pctVal>0.257456524835</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <identifiers>
                    <other otherDesc="Internal ID" value="2409036"/>
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                <balance>1171</balance>
                <units>NC</units>
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                <payoffProfile>N/A</payoffProfile>
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                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2409037"/>
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                <units>NC</units>
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                <fairValLevel>2</fairValLevel>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
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</identifiers>
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                        <swapFlag>Y</swapFlag>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2409040"/>
                </identifiers>
                <balance>1219</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <fairValLevel>2</fairValLevel>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>ARCUS BIOSCIENCES INC</issuerName>
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    <ticker value="RCUS.N"/>
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                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2409049"/>
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                <balance>6339</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
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    <ticker value="CLVS.OQ"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                </derivativeInfo>
                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2409050"/>
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                <balance>721</balance>
                <units>NC</units>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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    <ticker value="ESNT.N"/>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2409055"/>
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                <units>NC</units>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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<issuerName>ANTARES PHARMA INC</issuerName>
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    <ticker value="ATRS.OQ"/>
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                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2409577"/>
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                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2409586"/>
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                <units>NC</units>
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<issuerName>TREX COMPANY INC</issuerName>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2409587"/>
                </identifiers>
                <balance>25</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>10379.25</valUSD>
                <pctVal>0.120854893722</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>HUMANA INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="HUM.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="HUMANA INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2.89">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
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                        <notionalAmt>10186.25</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>190.11</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2409588"/>
                </identifiers>
                <balance>366</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>23094.6</valUSD>
                <pctVal>0.268911089775</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SYNEOS HEALTH INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="SYNH.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-2.37">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SYNEOS HEALTH INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <notionalAmt>22175.94</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-921.03</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2409589"/>
                </identifiers>
                <balance>1290</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>20640</valUSD>
                <pctVal>0.240329985926</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>PILGRIM'S PRIDE CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="PPC.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-2.09">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PILGRIM'S PRIDE CORP" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>21259.2</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>617.11</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2409593"/>
                </identifiers>
                <balance>127</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>9364.98</valUSD>
                <pctVal>0.109044840678</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CHEGG INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="CHGG.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CHEGG INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2.78">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>9550.4</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-188.2</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2409613"/>
                </identifiers>
                <balance>92</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>10152.2</valUSD>
                <pctVal>0.118211147438</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>UNIVERSAL HEALTH SERVICES-B</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="UHS.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="UNIVERSAL HEALTH SERVICES INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-3.04">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>10298.48</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-149.32</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2410775"/>
                </identifiers>
                <balance>400</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>17800</valUSD>
                <pctVal>0.207261325071</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                            <otherRefInst>
<issuerName>II-VI INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="IIVI.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="II-VI INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-5.76">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>16912</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>882.24</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2412244"/>
                </identifiers>
                <balance>53</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>20.31</valUSD>
                <pctVal>0.000236487501</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>GREENTOWN MANAGEMENT HOLDING</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="9979.HK"/>
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                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="GREENTOWN MANAGEMENT HOLDINGS CO LTD" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>21.06</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>0.74</unrealizedAppr>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2412875"/>
                </identifiers>
                <balance>892</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.093373322846</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>NEXTCURE INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="NXTC.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="NEXTCURE INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2.32">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>7992.32</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>24.44</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2414934"/>
                </identifiers>
                <balance>68</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>9747.12</valUSD>
                <pctVal>0.113494438586</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ZSCALER INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="ZS.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ZSCALER INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2.52">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>9435.68</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>308.92</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2414937"/>
                </identifiers>
                <balance>211</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>9229.14</valUSD>
                <pctVal>0.107463134026</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ALTRIA GROUP INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="MO.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ALTRIA GROUP INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2.56">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>9231.25</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-4.67</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2414940"/>
                </identifiers>
                <balance>338</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7510.36</valUSD>
                <pctVal>0.087449840751</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>EXELIXIS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="EXEL.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="EXELIXIS INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2.35">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>7358.26</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>149.75</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2414949"/>
                </identifiers>
                <balance>159</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>8358.63</valUSD>
                <pctVal>0.09732700728</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>FIRST AMERICAN FINANCIAL</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="FAF.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FIRST AMERICAN FINANCIAL CORP" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2.46">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>8380.89</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-24.72</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2414998"/>
                </identifiers>
                <balance>83</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>18204.39</valUSD>
                <pctVal>0.211969999636</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SPLUNK INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="SPLK.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-1.8">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SPLUNK INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>17877.37</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-328.82</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2415576"/>
                </identifiers>
                <balance>8953</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>19747.08</valUSD>
                <pctVal>0.2299329195</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>HALFORDS GROUP PLC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="HFD.L"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="HALFORDS GROUP PLC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-0.37">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>19535.45</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>211.26</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2415587"/>
                </identifiers>
                <balance>850</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>5408.49</valUSD>
                <pctVal>0.062975887867</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>B&amp;M EUROPEAN VALUE RETAIL SA</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="BMEB.L"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.3" pmntAmt="-0.06">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="B&amp;M EUROPEAN VALUE RETAIL SA" floatingRtSpread="0" pmntAmt="-60.31">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>5437.62</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-31.24</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2415599"/>
                </identifiers>
                <balance>8980</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>20784.96</valUSD>
                <pctVal>0.242017884896</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>WILLIAM HILL PLC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="WMH.L"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="WILLIAM HILL PLC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-0.38">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>20281.33</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>503.25</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2415600"/>
                </identifiers>
                <balance>7290</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>19635.99</valUSD>
                <pctVal>0.228639399241</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>AO WORLD PLC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="AO.L"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="AO WORLD PLC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-0.37">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>19664.05</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-28.43</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2415603"/>
                </identifiers>
                <balance>595</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>20114.81</valUSD>
                <pctVal>0.234214728885</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>WHITBREAD PLC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="WTB.L"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.3" pmntAmt="-0.22">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="WHITBREAD PLC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>18806.76</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-1308.27</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2415608"/>
                </identifiers>
                <balance>1405</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>21209.71</valUSD>
                <pctVal>0.246963629156</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>RYANAIR HOLDINGS PLC</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="RYA.L"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.3" pmntAmt="-3.03">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="RYANAIR HOLDINGS PLC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>20979.46</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-233.28</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2415919"/>
                </identifiers>
                <balance>3270</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>50358</valUSD>
                <pctVal>0.586363247638</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BBX CAPITAL CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="BBX.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BLUEGREEN VACATIONS HOLDING CORP" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>46335.9</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>4022.1</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2415973"/>
                </identifiers>
                <balance>12363</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>35110.92</valUSD>
                <pctVal>0.408827854139</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>INNERWORKINGS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="PVT45773Y105"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="INNERWORKINGS INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-9.88">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>35234.55</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-133.51</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2417457"/>
                </identifiers>
                <balance>12692</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>25003.24</valUSD>
                <pctVal>0.291135092892</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>PAVMED INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="PAVM.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-13.28435" pmntAmt="-283.21">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PAVMED INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>24241.72</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-1044.73</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2417475"/>
                </identifiers>
                <balance>1508</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>32979.96</valUSD>
                <pctVal>0.38401518036</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ASSEMBLY BIOSCIENCES INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="ASMB.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ASSEMBLY BIOSCIENCES INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-9.7">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>32029.92</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>940.34</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2417476"/>
                </identifiers>
                <balance>12692</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>22845.6</valUSD>
                <pctVal>0.266011760003</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>MARKER THERAPEUTICS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="MRKR.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-17.27117" pmntAmt="-355.79">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MARKER THERAPEUTICS INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>20687.96</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-2513.43</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2417478"/>
                </identifiers>
                <balance>4547</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>14550.4</valUSD>
                <pctVal>0.169423324962</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>AGILE THERAPEUTICS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="AGRX.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-2.57557" pmntAmt="-23.9">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="AGILE THERAPEUTICS INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>13550.06</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-1024.24</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2417479"/>
                </identifiers>
                <balance>6610</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>28224.7</valUSD>
                <pctVal>0.328645433806</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>FIVE PRIME THERAPEUTICS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="FPRX.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FIVE PRIME THERAPEUTICS INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-10.62">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>27828.1</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>385.98</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2417480"/>
                </identifiers>
                <balance>968</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>28430.16</valUSD>
                <pctVal>0.331037788404</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>STOKE THERAPEUTICS INC</issuerName>
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</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2417481"/>
                </identifiers>
                <balance>1511</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>19597.67</valUSD>
                <pctVal>0.228193205197</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>GENMARK DIAGNOSTICS INC</issuerName>
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    <ticker value="GNMK.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2417482"/>
                </identifiers>
                <balance>8073</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>25349.22</valUSD>
                <pctVal>0.295163647569</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>CASSAVA SCIENCES INC</issuerName>
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<identifiers>
    <ticker value="SAVA.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2417483"/>
                </identifiers>
                <balance>4288</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.391443519401</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ETON PHARMACEUTICALS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="ETON.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <upfrontPmnt>0</upfrontPmnt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-5162.4</unrealizedAppr>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2417484"/>
                </identifiers>
                <balance>1097</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>29180.2</valUSD>
                <pctVal>0.33977117516</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>RAPT THERAPEUTICS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="RAPT.OQ"/>
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                        <swapFlag>Y</swapFlag>
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                        <upfrontPmnt>0</upfrontPmnt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-1570.29</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2417485"/>
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                <balance>4622</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>24357.94</valUSD>
                <pctVal>0.283621287664</pctVal>
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                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>ORGENESIS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="ORGS.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-278.83</unrealizedAppr>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2417493"/>
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                <balance>1847</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>24011</valUSD>
                <pctVal>0.279581554848</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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<issuerName>EPIZYME INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="EPZM.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2417494"/>
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                <balance>5042</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.240704919334</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CHEMBIO DIAGNOSTICS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="CEMI.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2418819"/>
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                <balance>255</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.407670218131</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>LIVONGO HEALTH INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="LVGO.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="LIVONGO HEALTH INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>148.43</unrealizedAppr>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2419449"/>
                </identifiers>
                <balance>909</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>10089.9</valUSD>
                <pctVal>0.1174857328</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>RED ROBIN GOURMET BURGERS</issuerName>
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    <ticker value="RRGB.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2419721"/>
                </identifiers>
                <balance>1210</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>10690.35</valUSD>
                <pctVal>0.124477309353</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>PAE INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="PAE.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2419722"/>
                </identifiers>
                <balance>91</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>9328.41</valUSD>
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                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>JOHN BEAN TECHNOLOGIES CORP</issuerName>
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<identifiers>
    <ticker value="JBT.N"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2419723"/>
                </identifiers>
                <balance>189</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>12910.59</valUSD>
                <pctVal>0.150329550048</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>ICF INTERNATIONAL INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="ICFI.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>47.72</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2419726"/>
                </identifiers>
                <balance>2623</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>16524.9</valUSD>
                <pctVal>0.192414194982</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>INTELLICHECK INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="IDN.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-3.29" pmntAmt="-54.92">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-422.14</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2419752"/>
                </identifiers>
                <balance>216</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>18900</valUSD>
                <pctVal>0.220069609205</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>OVERSTOCK.COM INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="OSTK.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-1840.28</unrealizedAppr>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2419753"/>
                </identifiers>
                <balance>698</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>33057.28</valUSD>
                <pctVal>0.384915486295</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>SENECA FOODS CORP - CL A</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="SENEA.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SENECA FOODS CORP" floatingRtSpread="0" pmntAmt="0">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-6.97">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2419755"/>
                </identifiers>
                <balance>3199</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>49648.48</valUSD>
                <pctVal>0.578101671493</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>AVAYA HOLDINGS CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="AVYA.N"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>1330.87</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2419756"/>
                </identifiers>
                <balance>4690</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>62752.2</valUSD>
                <pctVal>0.730680006918</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>LANDS' END INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="LE.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-4.93">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
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                        <pmntCurCd>USD</pmntCurCd>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-3944.53</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2419757"/>
                </identifiers>
                <balance>17</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>8790.87</valUSD>
                <pctVal>0.102359964311</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CHEMED CORP</issuerName>
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<identifiers>
    <ticker value="CHE.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CHEMED CORP" floatingRtSpread="0" pmntAmt="5.78">
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                        </floatingRecDesc>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2419758"/>
                </identifiers>
                <balance>2390</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>32599.6</valUSD>
                <pctVal>0.379586308584</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>METROCITY BANKSHARES INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="MCBS.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="METROCITY BANKSHARES INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2419759"/>
                </identifiers>
                <balance>94</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>8053.92</valUSD>
                <pctVal>0.093778996136</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>AXON ENTERPRISE INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="AAXN.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="AXON ENTERPRISE INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2.3">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <notionalAmt>8026.66</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>24.96</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2419760"/>
                </identifiers>
                <balance>2183</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>48244.3</valUSD>
                <pctVal>0.56175154748</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>KONTOOR BRANDS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="KTB.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="KONTOOR BRANDS INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>49837.89</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>1588.89</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2419761"/>
                </identifiers>
                <balance>1238</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>21219.32</valUSD>
                <pctVal>0.247075526984</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CITIZENS &amp; NORTHERN CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="CZNC.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-2.31">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CITIZENS &amp; NORTHERN CORP" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>21293.6</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>71.97</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2419762"/>
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                <balance>710</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>17572.5</valUSD>
                <pctVal>0.204612339035</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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<issuerName>NORWOOD FINANCIAL CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="NWFL.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>383.19</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2419763"/>
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                <balance>236</balance>
                <units>NC</units>
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                <pctVal>0.173396221822</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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<issuerName>CREE INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="CREE.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-1.8">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-190.6</unrealizedAppr>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2419764"/>
                </identifiers>
                <balance>61</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7508.49</valUSD>
                <pctVal>0.087428066668</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>INNOVATIVE INDUSTRIAL PROPER</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="IIPR.N"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-0.36">
                            <rtResetTenors>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="INNOVATIVE INDUSTRIAL PROPERTIES INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>7601.21</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>92.36</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2419765"/>
                </identifiers>
                <balance>157</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>9644.51</valUSD>
                <pctVal>0.112299658554</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
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                        <swapFlag>Y</swapFlag>
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                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2419766"/>
                </identifiers>
                <balance>96</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2419767"/>
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                <balance>491</balance>
                <units>NC</units>
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                <fairValLevel>2</fairValLevel>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
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    <ticker value="APPS.OQ"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                <securityLending>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2419768"/>
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                <balance>2324</balance>
                <units>NC</units>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
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    <ticker value="UE.N"/>
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                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2419771"/>
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                <balance>3388</balance>
                <units>NC</units>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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    <ticker value="VRTV.N"/>
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                        <swapFlag>Y</swapFlag>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2419772"/>
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                <balance>927</balance>
                <units>NC</units>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>ENNIS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="EBF.N"/>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2419777"/>
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                <balance>779</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <payoffProfile>N/A</payoffProfile>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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<issuerName>CROSSFIRST BANKSHARES INC</issuerName>
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    <ticker value="CFB.OQ"/>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2419785"/>
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                <balance>894</balance>
                <units>NC</units>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2419786"/>
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                <balance>178</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.117517171316</pctVal>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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<issuerName>STONEX GROUP INC</issuerName>
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<identifiers>
    <ticker value="SNEX.OQ"/>
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                        <swapFlag>Y</swapFlag>
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                        <notionalAmt>10201.18</notionalAmt>
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                        <unrealizedAppr>-111.61</unrealizedAppr>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2419792"/>
                </identifiers>
                <balance>1539</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>42922.71</valUSD>
                <pctVal>0.499787514059</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>I3 VERTICALS INC-CLASS A</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="IIIV.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-4.17">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="I3 VERTICALS INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2420077"/>
                </identifiers>
                <balance>290</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>13061.6</valUSD>
                <pctVal>0.152087894582</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BRINKER INTERNATIONAL INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="EAT.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BRINKER INTERNATIONAL INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2.52">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <notionalAmt>11687</notionalAmt>
                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2420078"/>
                </identifiers>
                <balance>719</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>10310.46</valUSD>
                <pctVal>0.120053910208</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BLOOMIN' BRANDS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="BLMN.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BLOOMIN' BRANDS INC" floatingRtSpread="0" pmntAmt="0">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2.56">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>975.28</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2420097"/>
                </identifiers>
                <balance>692</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>11764</valUSD>
                <pctVal>0.136978776862</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>PEOPLES BANCORP OF NC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="PEBK.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PEOPLES BANCORP OF NORTH CAROLINA INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-3.5">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>11805.52</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-45.02</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2422858"/>
                </identifiers>
                <balance>14476</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>30978.64</valUSD>
                <pctVal>0.360712021085</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SOLENO THERAPEUTICS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="SLNO.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-1.29" pmntAmt="-26.59">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOLENO THERAPEUTICS INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>27793.92</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-3211.31</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2422859"/>
                </identifiers>
                <balance>975</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>33111</valUSD>
                <pctVal>0.385540996317</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>IMMUNOVANT INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="IMVT.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-2.76">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="IMMUNOVANT INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-578.01</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2422893"/>
                </identifiers>
                <balance>4133</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>25128.64</valUSD>
                <pctVal>0.292595237283</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>NEUROBO PHARMACEUTICALS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="NRBO.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="NEUROBO PHARMACEUTICALS INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>197.59</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2422896"/>
                </identifiers>
                <balance>1456</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>27693.12</valUSD>
                <pctVal>0.322455772279</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>XOMA CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="XOMA.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-5.04" pmntAmt="-115.46">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="XOMA CORP" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>28668.64</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>860.06</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2422899"/>
                </identifiers>
                <balance>6635</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>21099.3</valUSD>
                <pctVal>0.245678026746</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>NANTHEALTH INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="NH.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-10.92" pmntAmt="-227.26">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="NANTHEALTH INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>21563.75</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>237.19</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2422906"/>
                </identifiers>
                <balance>5723</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>27241.48</valUSD>
                <pctVal>0.317196923691</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>AVEO PHARMACEUTICALS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="AVEO.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-3.79" pmntAmt="-83.23">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="AVEO PHARMACEUTICALS INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-254.92</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2422907"/>
                </identifiers>
                <balance>3207</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>27451.92</valUSD>
                <pctVal>0.319647264885</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SCPHARMACEUTICALS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="SCPH.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-1.09" pmntAmt="-21.68">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SCPHARMACEUTICALS INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>26072.91</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-1400.69</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2422933"/>
                </identifiers>
                <balance>8081</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>27394.59</valUSD>
                <pctVal>0.318979720404</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>VOLITIONRX LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="VNRX.A"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-5.23055" pmntAmt="-119.9">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="VOLITIONRX LTD" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>28041.07</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>526.58</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2422934"/>
                </identifiers>
                <balance>2503</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>34441.28</valUSD>
                <pctVal>0.401030636514</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>HARPOON THERAPEUTICS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="HARP.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="HARPOON THERAPEUTICS INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-8.97">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>32063.43</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>2368.88</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2423417"/>
                </identifiers>
                <balance>1504</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>16829.76</valUSD>
                <pctVal>0.19596395271</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SUNPOWER CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="SPWR.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SUNPOWER CORP" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-5">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>16611.68</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>213.08</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2423418"/>
                </identifiers>
                <balance>959</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>33603.36</valUSD>
                <pctVal>0.391273984295</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>KRAFT HEINZ CO/THE</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="KHC.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="KRAFT HEINZ CO/THE" floatingRtSpread="0" pmntAmt="383.6">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-9.98">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>33334.84</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>642.14</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2423900"/>
                </identifiers>
                <balance>901</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>39851.23</valUSD>
                <pctVal>0.464023524468</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>DYNATRACE INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="DT.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="DYNATRACE INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-10.19">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>38454.68</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>1386.36</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2424993"/>
                </identifiers>
                <balance>1100</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>10156.16</valUSD>
                <pctVal>0.118257257261</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>PANASONIC CORP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="6752.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PANASONIC CORP" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2.88">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>9940.26</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>213.02</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2424996"/>
                </identifiers>
                <balance>2100</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>13224.76</valUSD>
                <pctVal>0.153987712435</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>RENESAS ELECTRONICS CORP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="6723.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="RENESAS ELECTRONICS CORP" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2424999"/>
                </identifiers>
                <balance>400</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>6627.96</valUSD>
                <pctVal>0.077175268097</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>BROTHER INDUSTRIES LTD</issuerName>
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    <ticker value="6448.T"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2425002"/>
                </identifiers>
                <balance>55</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.083562526516</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>FUJITSU LTD</issuerName>
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<identifiers>
    <ticker value="6702.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FUJITSU, LTD" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2425005"/>
                </identifiers>
                <balance>9200</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.201525891875</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>WYNN MACAU LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="1128.HK"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-27.54</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2425008"/>
                </identifiers>
                <balance>600</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>9466.08</valUSD>
                <pctVal>0.110222038429</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                            <otherRefInst>
<issuerName>YAMAHA MOTOR CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="7272.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="YAMAHA MOTOR CO LTD" floatingRtSpread="0" pmntAmt="0">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2.76">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>140.22</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2425011"/>
                </identifiers>
                <balance>400</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.069567613077</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>KEIKYU CORP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="9006.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.3" pmntAmt="-0.98">
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="KEIKYU CORP" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>5753.2</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-222.38</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2425014"/>
                </identifiers>
                <balance>107</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.176568833802</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>COCHLEAR LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="COH.AX"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.45" pmntAmt="-4.68">
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="COCHLEAR LTD" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2425017"/>
                </identifiers>
                <balance>2</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.130604210287</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>JAPAN REAL ESTATE INVESTMENT</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="8952.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="JAPAN REAL ESTATE INVESTMENT C" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
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                        </floatingRecDesc>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2425020"/>
                </identifiers>
                <balance>3200</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.099960041181</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SINGAPORE AIRLINES LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="SIAL.SI"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
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                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-89.61</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2425023"/>
                </identifiers>
                <balance>23</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>14258.75</valUSD>
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                <payoffProfile>N/A</payoffProfile>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                    <other otherDesc="Internal ID" value="2425026"/>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                    <other otherDesc="Internal ID" value="2425032"/>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <identifiers>
                    <other otherDesc="Internal ID" value="2425035"/>
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                <units>NC</units>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <identifiers>
                    <other otherDesc="Internal ID" value="2425038"/>
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                <units>NC</units>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2425041"/>
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                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2425053"/>
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                <units>NC</units>
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                            <otherRefInst>
<issuerName>EIFFAGE</issuerName>
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    <ticker value="FOUG.PA"/>
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                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <identifiers>
                    <other otherDesc="Internal ID" value="2425054"/>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2425057"/>
                </identifiers>
                <balance>372</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>17588.36</valUSD>
                <pctVal>0.204797011204</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>FUCHS PETROLUB SE-PREF</issuerName>
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    <ticker value="FPEG_p.DE"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.3" pmntAmt="-2.78">
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2425060"/>
                </identifiers>
                <balance>76</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.203402538379</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>NICE LTD - SPON ADR</issuerName>
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    <ticker value="NICE.OQ"/>
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                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <curCd>USD</curCd>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2425065"/>
                </identifiers>
                <balance>88</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>SAP SE</issuerName>
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    <ticker value="SAPG.DE"/>
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                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2425070"/>
                </identifiers>
                <balance>500</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>9578.44</valUSD>
                <pctVal>0.111530346434</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>NOMURA REAL ESTATE HOLDINGS</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="3231.T"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="NOMURA REAL ESTATE HOLDINGS INC" floatingRtSpread="0" pmntAmt="0">
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                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2425071"/>
                </identifiers>
                <balance>194</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>14110.53</valUSD>
                <pctVal>0.164301525015</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>FIELMANN AG</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="FIEG.DE"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FIELMANN AG" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>51.23</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2425072"/>
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                <balance>353</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>17271.36</valUSD>
                <pctVal>0.201105896595</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>HELLA GMBH &amp; CO KGAA</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="HLE.DE"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-102.21</unrealizedAppr>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2425075"/>
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                <balance>574</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.680341703689</pctVal>
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                <invCountry>US</invCountry>
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                            <otherRefInst>
<issuerName>PHARMA MAR SA</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="PHMR.MC"/>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2425080"/>
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                <balance>645</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>KESKO OYJ-B SHS</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="KESKOB.HE"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                </derivativeInfo>
                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2425081"/>
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                <balance>205</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.191278449496</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>MELEXIS NV</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
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    <ticker value="MLXS.BR"/>
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                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.3" pmntAmt="-2.72">
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                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
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                        <notionalAmt>16374.85</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-55.23</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2425086"/>
                </identifiers>
                <balance>1100</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>8235.85</valUSD>
                <pctVal>0.095897369893</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>RICOH CO LTD</issuerName>
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<identifiers>
    <ticker value="7752.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="RICOH CO LTD" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
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                        <rcptCurCd>USD</rcptCurCd>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>265.99</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2425092"/>
                </identifiers>
                <balance>204</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>14646.39</valUSD>
                <pctVal>0.170541022411</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>GALENICA AG</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="GALE.S"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="GALENICA AG" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-4.15">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>14553.81</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>88.43</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2425093"/>
                </identifiers>
                <balance>277</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>8190.89</valUSD>
                <pctVal>0.095373860388</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>AERCAP HOLDINGS NV</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="AER.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-0.86">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="AERCAP HOLDINGS NV" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>8700.57</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>508.82</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2425209"/>
                </identifiers>
                <balance>5000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>12037.96</valUSD>
                <pctVal>0.140168738245</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>MITSUBISHI MOTORS CORP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="7211.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.3" pmntAmt="-1.93">
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                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MITSUBISHI MOTORS CORP" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>11602</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-437.89</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2425212"/>
                </identifiers>
                <balance>200</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>9107.65</valUSD>
                <pctVal>0.106048517263</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>FRAPORT AG FRANKFURT AIRPORT</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="FRAG.DE"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-2.75" pmntAmt="-18.81">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FRAPORT AG FRANKFURT AIRPORT SERVICES WORLDWIDE" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>8715.16</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-411.3</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2425313"/>
                </identifiers>
                <balance>115</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>6818.68</valUSD>
                <pctVal>0.079395991688</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>MURATA MANUFACTURING CO LTD</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="6981.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MURATA MANUFACTURING CO LTD" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
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                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-2.08">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>6969.47</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-152.87</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2425316"/>
                </identifiers>
                <balance>5</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>13076.52</valUSD>
                <pctVal>0.15226162149</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>DAIWA HOUSE REIT INVESTMENT</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="8984.T"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.3" pmntAmt="-2.2">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="DAIWA HOUSE REIT INVESTMENT CORP" floatingRtSpread="0" pmntAmt="-254.03">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-25.41</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2425319"/>
                </identifiers>
                <balance>74</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>14941.7</valUSD>
                <pctVal>0.173979580945</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BECHTLE AG</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="BC8G.DE"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BECHTLE AG" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-4.14">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>14849.27</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>88.29</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2425975"/>
                </identifiers>
                <balance>535</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>15547.1</valUSD>
                <pctVal>0.181028794776</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CAMPING WORLD HOLDINGS INC-A</issuerName>
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    <ticker value="CWH.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CAMPING WORLD HOLDINGS INC" floatingRtSpread="0" pmntAmt="0">
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2426539"/>
                </identifiers>
                <balance>122</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>17361.82</valUSD>
                <pctVal>0.202159203306</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>CATERPILLAR INC</issuerName>
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    <ticker value="CAT.N"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2426542"/>
                </identifiers>
                <balance>307</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <payoffProfile>N/A</payoffProfile>
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                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>TRADEWEB MARKETS INC-CLASS A</issuerName>
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    <ticker value="TW.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="TRADEWEB MARKETS INC" floatingRtSpread="0" pmntAmt="-24.56">
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                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2426561"/>
                </identifiers>
                <balance>63</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <payoffProfile>N/A</payoffProfile>
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                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>DEERE &amp; CO</issuerName>
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    <ticker value="DE.N"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <curCd>USD</curCd>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2426562"/>
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                <balance>4679</balance>
                <units>NC</units>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>BOOHOO GROUP PLC</issuerName>
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    <ticker value="BOOH.L"/>
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                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="-0.37">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-1379.78</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2426563"/>
                </identifiers>
                <balance>4127</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>33593.78</valUSD>
                <pctVal>0.391162435784</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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<issuerName>BARINGS BDC INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="BBDC.N"/>
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                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <notionalAmt>34419.18</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>821.85</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2426564"/>
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                <balance>4389</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>35638.68</valUSD>
                <pctVal>0.414973035989</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>MVC CAPITAL INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="MVC.N"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>35024.22</notionalAmt>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2426565"/>
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                <balance>4584</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.402452123175</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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<issuerName>HUDSON LTD-CLASS A</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
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    <ticker value="HUD.N"/>
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                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>35.76</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2426566"/>
                </identifiers>
                <balance>741</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.206988741497</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>ENVISTA HOLDINGS CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="NVST.N"/>
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                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="-1.81">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ENVISTA HOLDINGS CORP" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>17450.55</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-327.85</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
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                    <other otherDesc="Internal ID" value="2426567"/>
                </identifiers>
                <balance>116</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.115186995115</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2426568"/>
                </identifiers>
                <balance>88</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <payoffProfile>N/A</payoffProfile>
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                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>EURONET WORLDWIDE INC</issuerName>
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    <ticker value="EEFT.OQ"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2426569"/>
                </identifiers>
                <balance>216</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>HASBRO INC</issuerName>
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<identifiers>
    <ticker value="HAS.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2426570"/>
                </identifiers>
                <balance>179</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>17157.15</valUSD>
                <pctVal>0.199776047385</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>YUM! BRANDS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="YUM.N"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="YUM! BRANDS INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-69.82</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2426571"/>
                </identifiers>
                <balance>499</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>19171.58</valUSD>
                <pctVal>0.223231858119</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>WESTERN DIGITAL CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="WDC.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-1588.61</unrealizedAppr>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2426573"/>
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                <balance>597</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.231690332522</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>IOVANCE BIOTHERAPEUTICS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="IOVA.OQ"/>
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                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-2455.44</unrealizedAppr>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2426580"/>
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                <balance>294</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.2081027129</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <isRestrictedSec>N</isRestrictedSec>

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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>PLANET FITNESS INC - CL A</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="PLNT.N"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2426583"/>
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                <units>NC</units>
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                <invCountry>US</invCountry>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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<issuerName>AECOM</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="ACM.N"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2426584"/>
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                <balance>86</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <payoffProfile>N/A</payoffProfile>
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                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>UNITED THERAPEUTICS CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
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    <ticker value="UTHR.OQ"/>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="UNITED THERAPEUTICS CORP" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>9087.62</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>108.3</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2427355"/>
                </identifiers>
                <balance>164</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7924.48</valUSD>
                <pctVal>0.09227181041</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>RUSH ENTERPRISES INC-CL A</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="RUSHA.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="RUSH ENTERPRISES INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
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                        <curCd>USD</curCd>
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                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2427356"/>
                </identifiers>
                <balance>552</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7452</valUSD>
                <pctVal>0.086770303058</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>OAK VALLEY BANCORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="OVLY.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OAK VALLEY BANCORP" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>7540.88</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-88.88</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2427387"/>
                </identifiers>
                <balance>265</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>5509.35</valUSD>
                <pctVal>0.064150291083</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>RED VIOLET INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="RDVT.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-2.74" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="RED VIOLET INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>5183.4</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-325.95</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2427388"/>
                </identifiers>
                <balance>1417</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>9125.48</valUSD>
                <pctVal>0.106256127905</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>PAYSIGN INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="PAYS.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-2.69" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PAYSIGN INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>9607.26</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>481.78</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2427390"/>
                </identifiers>
                <balance>168</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>5602.8</valUSD>
                <pctVal>0.06523841304</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>NETGEAR INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="NTGR.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="NETGEAR INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>5604.48</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-1.68</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2427391"/>
                </identifiers>
                <balance>693</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>10027.71</valUSD>
                <pctVal>0.116761598991</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BUSINESS FIRST BANCSHARES</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="BFST.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BUSINESS FIRST BANCSHARES INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>10083.15</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>55.44</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2427392"/>
                </identifiers>
                <balance>215</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>8767.7</valUSD>
                <pctVal>0.102090175271</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>AUBURN NATL BANCORPORATION</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="AUBN.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-17.79" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="AUBURN NATIONAL BANCORP INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>8823.65</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>55.95</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2427393"/>
                </identifiers>
                <balance>719</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>6391.91</valUSD>
                <pctVal>0.074426726761</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>PICO HOLDINGS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="PICO.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PICO HOLDINGS INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>6291.25</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-100.66</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2427394"/>
                </identifiers>
                <balance>785</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>27702.65</valUSD>
                <pctVal>0.322566738595</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ACUSHNET HOLDINGS CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="GOLF.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
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                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2427395"/>
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                <balance>102</balance>
                <units>NC</units>
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                <payoffProfile>N/A</payoffProfile>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2427396"/>
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                <balance>297</balance>
                <units>NC</units>
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                <payoffProfile>N/A</payoffProfile>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>ASSETMARK FINANCIAL HOLDINGS</issuerName>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2427397"/>
                </identifiers>
                <balance>119</balance>
                <units>NC</units>
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                <pctVal>0.073687455888</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>GRIFFIN INDUSTRIAL REALTY IN</issuerName>
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                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2427398"/>
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                <balance>181</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.081456611727</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>ASSOCIATED CAPITAL GROUP - A</issuerName>
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    <ticker value="AC.N"/>
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                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-61.54</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2427399"/>
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                <balance>137</balance>
                <units>NC</units>
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                <pctVal>0.088486496693</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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<issuerName>SAFEHOLD INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="SAFE.N"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="0">
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                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>-224.68</unrealizedAppr>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2427400"/>
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                <balance>1205</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <payoffProfile>N/A</payoffProfile>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>HOOKER FURNITURE CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="HOFT.OQ"/>
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                        <swapFlag>Y</swapFlag>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2427415"/>
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                <balance>668</balance>
                <units>NC</units>
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                <pctVal>0.073892155556</pctVal>
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                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>BANCORP INC/THE</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
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    <ticker value="TBBK.OQ"/>
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                        <swapFlag>Y</swapFlag>
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                <securityLending>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2427433"/>
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                <balance>266</balance>
                <units>NC</units>
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                <pctVal>0.121289327432</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <isRestrictedSec>N</isRestrictedSec>

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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CASS INFORMATION SYSTEMS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="CASS.OQ"/>
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                        <swapFlag>Y</swapFlag>
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                        <unrealizedAppr>164.92</unrealizedAppr>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2427436"/>
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                <balance>143</balance>
                <units>NC</units>
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                <pctVal>0.101686248565</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>FIRST CAPITAL INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="FCAP.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-3.39" pmntAmt="0">
                            <rtResetTenors>
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                            </rtResetTenors>
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                        </floatingPmntDesc>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2427441"/>
                </identifiers>
                <balance>196</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>2208.92</valUSD>
                <pctVal>0.025720431808</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ALTISOURCE PORTFOLIO SOL</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <ticker value="ASPS.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.59" pmntAmt="0">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ALTISOURCE PORTFOLIO SOLUTIONS SA" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
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                        <curCd>USD</curCd>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2427446"/>
                </identifiers>
                <balance>1343</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7359.64</valUSD>
                <pctVal>0.085694872947</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>PARTNERS BANCORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="PTRS.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-1.04" pmntAmt="0">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PARTNERS BANCORP" floatingRtSpread="0" pmntAmt="0">
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <curCd>USD</curCd>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
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                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2427447"/>
                </identifiers>
                <balance>446</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>9254.5</valUSD>
                <pctVal>0.107758423195</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>PENNS WOODS BANCORP INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="PWOD.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-1.79" pmntAmt="0">
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PENNS WOODS BANCORP INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>9462.17</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>207.67</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2427452"/>
                </identifiers>
                <balance>827</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>9411.26</valUSD>
                <pctVal>0.109583720123</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BLUE BIRD CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="BLBD.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BLUE BIRD CORP" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>9527.04</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>115.78</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2427453"/>
                </identifiers>
                <balance>210</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>4130.7</valUSD>
                <pctVal>0.048097435701</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CIT GROUP INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="CIT.N"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CIT GROUP INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>4227.3</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>96.6</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2427456"/>
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                <balance>442</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>9525.1</valUSD>
                <pctVal>0.110909261092</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                            <otherRefInst>
<issuerName>ONESPAN INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="OSPN.OQ"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>9458.8</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-66.3</unrealizedAppr>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2427475"/>
                </identifiers>
                <balance>343</balance>
                <units>NC</units>
                <curCd>USD</curCd>
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                <pctVal>0.121333341354</pctVal>
                <payoffProfile>N/A</payoffProfile>
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                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ROSETTA STONE INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="RST.N"/>
</identifiers>
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                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ROSETTA STONE INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
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                        <upfrontRcpt>0</upfrontRcpt>
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                        <notionalAmt>9645.16</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>775.18</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2427476"/>
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                <balance>283</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>3458.26</valUSD>
                <pctVal>0.040267615171</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

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                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>EXONE CO/THE</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="XONE.OQ"/>
</identifiers>
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                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-15.24" pmntAmt="0">
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                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="EXONE CO/THE" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>2844.15</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-614.11</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2427493"/>
                </identifiers>
                <balance>1581</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>8347.68</valUSD>
                <pctVal>0.097199506633</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>RADIANT LOGISTICS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="RLGT.A"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.59" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="RADIANT LOGISTICS INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
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                        <rcptCurCd>USD</rcptCurCd>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>426.87</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2427515"/>
                </identifiers>
                <balance>376</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>5835.52</valUSD>
                <pctVal>0.067948180207</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>GRAY TELEVISION INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="GTN.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="GRAY TELEVISION INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
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                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>5948.32</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-112.8</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2427553"/>
                </identifiers>
                <balance>120</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>8140.8</valUSD>
                <pctVal>0.094790617705</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>TRINET GROUP INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="TNET.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="TRINET GROUP INC" floatingRtSpread="0" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="0">
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<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>8258.4</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-117.6</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2427575"/>
                </identifiers>
                <balance>756</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>5087.88</valUSD>
                <pctVal>0.059242738798</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>FORGENT NETWORKS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="ASUR.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-1.64" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FORGENT NETWORKS INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>4929.12</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-158.76</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2427595"/>
                </identifiers>
                <balance>71</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>5385.35</valUSD>
                <pctVal>0.062706448145</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CARDLYTICS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="CDLX.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CARDLYTICS INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>5695.62</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>310.27</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2427600"/>
                </identifiers>
                <balance>1549</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>12717.29</valUSD>
                <pctVal>0.148078785209</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SERVICE PROPERTIES TRUST</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="SVC.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SERVICE PROPERTIES TRUST" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread=".25" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>13189.74</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>-472.45</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2427601"/>
                </identifiers>
                <balance>455</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>5746.65</valUSD>
                <pctVal>0.066913387288</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>MACK-CALI REALTY CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="CLI.N"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-.225" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MACK-CALI REALTY CORP" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>5905.9</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>159.25</unrealizedAppr>
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                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2427615"/>
                </identifiers>
                <balance>191</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>8637.02</valUSD>
                <pctVal>0.100568551116</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <swapDeriv derivCat="SWP">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>FIDELITY D&amp;D BANCORP INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <ticker value="FDBC.OQ"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FEDERAL FUNDS EFFECTIVE RATE US" floatingRtSpread="-2.99" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingRecDesc>
                        <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FIDELITY D&amp;D BANCORP INC" floatingRtSpread="0" pmntAmt="0">
                            <rtResetTenors>
<rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
                            </rtResetTenors>
                        </floatingPmntDesc>
                        <terminationDt>2025-01-28</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>8786.74</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>149.72</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>RMG ACQUISITION CORP</name>
                <lei>N/A</lei>
                <title>WARRANTS</title>
                <cusip>749641114</cusip>
                <identifiers>
                    <isin value="US7496411148"/>
                </identifiers>
                <balance>1144</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>1464.32</valUSD>
                <pctVal>0.017050387839</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="WAR">
                        <counterparties>
                            <counterpartyName>RMG ACQUISITION CORP</counterpartyName>
                            <counterpartyLei>N/A</counterpartyLei>
                        </counterparties>
                        <putOrCall>Call</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>RMG ACQUISITION CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <cusip value="749641106"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>11.5</exercisePrice>
                        <exercisePriceCurCd>USD</exercisePriceCurCd>
                        <expDt>2026-02-21</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>336.54</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>GIGCAPITAL3 INC</name>
                <lei>N/A</lei>
                <title>WARRANTS</title>
                <cusip>37519D115</cusip>
                <identifiers>
                    <isin value="US37519D1155"/>
                </identifiers>
                <balance>2448</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>1346.16</valUSD>
                <pctVal>0.015674545245</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="WAR">
                        <counterparties>
                            <counterpartyName>GIGCAPITAL3 INC</counterpartyName>
                            <counterpartyLei>N/A</counterpartyLei>
                        </counterparties>
                        <putOrCall>Call</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>GIGCAPITAL3 INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <cusip value="37519D107"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>11.5</exercisePrice>
                        <exercisePriceCurCd>USD</exercisePriceCurCd>
                        <expDt>2025-07-02</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>-73.65</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>ACAMAR PARTNERS ACQUISITION CORP</name>
                <lei>N/A</lei>
                <title>WARRANTS</title>
                <cusip>004285110</cusip>
                <identifiers>
                    <isin value="US0042851107"/>
                </identifiers>
                <balance>556</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>522.64</valUSD>
                <pctVal>0.006085565109</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="WAR">
                        <counterparties>
                            <counterpartyName>ACAMAR PARTNERS ACQUISITION CORP</counterpartyName>
                            <counterpartyLei>N/A</counterpartyLei>
                        </counterparties>
                        <putOrCall>Call</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ACAMAR PARTNERS ACQUISITION CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <cusip value="004285102"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>11.5</exercisePrice>
                        <exercisePriceCurCd>USD</exercisePriceCurCd>
                        <expDt>2026-02-26</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>-41.74</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>SOUTH MOUNTAIN MERGER CORP</name>
                <lei>549300K51KDPS5MBVB54</lei>
                <title>WARRANTS</title>
                <cusip>838884112</cusip>
                <identifiers>
                    <isin value="US8388841129"/>
                </identifiers>
                <balance>214</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>278.2</valUSD>
                <pctVal>0.003239331496</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="WAR">
                        <counterparties>
                            <counterpartyName>SOUTH MOUNTAIN MERGER CORP</counterpartyName>
                            <counterpartyLei>549300K51KDPS5MBVB54</counterpartyLei>
                        </counterparties>
                        <putOrCall>Call</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SOUTH MOUNTAIN MERGER CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <cusip value="838884104"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>11.5</exercisePrice>
                        <exercisePriceCurCd>USD</exercisePriceCurCd>
                        <expDt>2024-06-20</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>43.1</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>TUSCAN HOLDINGS CORP II</name>
                <lei>549300PT0K8ZAABWJU18</lei>
                <title>WARRANTS</title>
                <cusip>90070A111</cusip>
                <identifiers>
                    <isin value="US90070A1117"/>
                </identifiers>
                <balance>220</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>105.6</valUSD>
                <pctVal>0.001229595277</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="WAR">
                        <counterparties>
                            <counterpartyName>TUSCAN HOLDINGS CORP II</counterpartyName>
                            <counterpartyLei>549300PT0K8ZAABWJU18</counterpartyLei>
                        </counterparties>
                        <putOrCall>Call</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>TUSCAN HOLDINGS CORP II</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <cusip value="90070A103"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>11.5</exercisePrice>
                        <exercisePriceCurCd>USD</exercisePriceCurCd>
                        <expDt>2025-07-16</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>29.14</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>YUNHONG INTERNATIONAL</name>
                <lei>N/A</lei>
                <title>WARRANTS</title>
                <cusip>G98882122</cusip>
                <identifiers>
                    <isin value="KYG988821222"/>
                </identifiers>
                <balance>1356</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>210.18</valUSD>
                <pctVal>0.002447313781</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>CN</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="WAR">
                        <counterparties>
                            <counterpartyName>YUNHONG INTERNATIONAL</counterpartyName>
                            <counterpartyLei>N/A</counterpartyLei>
                        </counterparties>
                        <putOrCall>Call</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>YUNHONG INTERNATIONAL</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <cusip value="G98882106"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>11.5</exercisePrice>
                        <exercisePriceCurCd>USD</exercisePriceCurCd>
                        <expDt>2027-01-31</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>-109.89</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>CC NEUBERGER PRINCIPAL HOLDINGS I</name>
                <lei>N/A</lei>
                <title>WARRANTS</title>
                <cusip>G1992Y122</cusip>
                <identifiers>
                    <isin value="KYG1992Y1228"/>
                </identifiers>
                <balance>3536</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>4596.8</valUSD>
                <pctVal>0.053524655005</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="WAR">
                        <counterparties>
                            <counterpartyName>CC NEUBERGER PRINCIPAL HOLDINGS I</counterpartyName>
                            <counterpartyLei>N/A</counterpartyLei>
                        </counterparties>
                        <putOrCall>Call</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CC NEUBERGER PRINCIPAL HOLDINGS I</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <cusip value="G1992Y114"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>11.5</exercisePrice>
                        <exercisePriceCurCd>USD</exercisePriceCurCd>
                        <expDt>2025-12-31</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>-396.38</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>PIVOTAL INVESTMENT CORP II</name>
                <lei>549300W71XJ8DIF9RQ35</lei>
                <title>WARRANTS</title>
                <cusip>72582K118</cusip>
                <identifiers>
                    <isin value="US72582K1189"/>
                </identifiers>
                <balance>682</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>647.22</valUSD>
                <pctVal>0.007536161506</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="WAR">
                        <counterparties>
                            <counterpartyName>PIVOTAL INVESTMENT CORP II</counterpartyName>
                            <counterpartyLei>549300W71XJ8DIF9RQ35</counterpartyLei>
                        </counterparties>
                        <putOrCall>Call</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>PIVOTAL INVESTMENT CORP II</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <cusip value="72582K100"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>11.5</exercisePrice>
                        <exercisePriceCurCd>USD</exercisePriceCurCd>
                        <expDt>2025-06-01</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>-34.62</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>COLLECTIVE GROWTH CORP</name>
                <lei>N/A</lei>
                <title>WARRANTS</title>
                <cusip>19424L119</cusip>
                <identifiers>
                    <isin value="US19424L1199"/>
                </identifiers>
                <balance>1401</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>994.71</valUSD>
                <pctVal>0.011582298464</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="WAR">
                        <counterparties>
                            <counterpartyName>COLLECTIVE GROWTH CORP</counterpartyName>
                            <counterpartyLei>N/A</counterpartyLei>
                        </counterparties>
                        <putOrCall>Call</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>COLLECTIVE GROWTH CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <cusip value="19424L101"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>11.5</exercisePrice>
                        <exercisePriceCurCd>USD</exercisePriceCurCd>
                        <expDt>2024-12-31</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>-20.18</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>AMPLITUDE HEALTHCARE ACQUISITION CORP</name>
                <lei>N/A</lei>
                <title>WARRANTS</title>
                <cusip>03212A113</cusip>
                <identifiers>
                    <isin value="US03212A1135"/>
                </identifiers>
                <balance>1473</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>1414.08</valUSD>
                <pctVal>0.016465398571</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="WAR">
                        <counterparties>
                            <counterpartyName>AMPLITUDE HEALTHCARE ACQUISITION CORP</counterpartyName>
                            <counterpartyLei>N/A</counterpartyLei>
                        </counterparties>
                        <putOrCall>Call</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>AMPLITUDE HEALTHCARE ACQUISITION CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <cusip value="03212A105"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>11.5</exercisePrice>
                        <exercisePriceCurCd>USD</exercisePriceCurCd>
                        <expDt>2026-12-01</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>94.02</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>CHARDAN HEALTHCARE ACQUISITION 2 CORP</name>
                <lei>N/A</lei>
                <title>WARRANTS</title>
                <cusip>15957T115</cusip>
                <identifiers>
                    <isin value="US15957T1152"/>
                </identifiers>
                <balance>2652</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>1591.2</valUSD>
                <pctVal>0.018527765194</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="WAR">
                        <counterparties>
                            <counterpartyName>CHARDAN HEALTHCARE ACQUISITION 2 CORP</counterpartyName>
                            <counterpartyLei>N/A</counterpartyLei>
                        </counterparties>
                        <putOrCall>Call</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CHARDAN HEALTHCARE ACQUISITION 2 CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <cusip value="15957T107"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>11.5</exercisePrice>
                        <exercisePriceCurCd>USD</exercisePriceCurCd>
                        <expDt>2025-03-05</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>39.93</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>CHP MERGER CORP</name>
                <lei>N/A</lei>
                <title>WARRANTS</title>
                <cusip>12558Y114</cusip>
                <identifiers>
                    <isin value="US12558Y1148"/>
                </identifiers>
                <balance>2746</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>2498.86</valUSD>
                <pctVal>0.029096462627</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="WAR">
                        <counterparties>
                            <counterpartyName>CHP MERGER CORP</counterpartyName>
                            <counterpartyLei>N/A</counterpartyLei>
                        </counterparties>
                        <putOrCall>Call</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CHP MERGER CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <cusip value="12558Y106"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>11.5</exercisePrice>
                        <exercisePriceCurCd>USD</exercisePriceCurCd>
                        <expDt>2024-11-22</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>-119.03</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>ROTH CH ACQUISITION I CO</name>
                <lei>N/A</lei>
                <title>WARRANTS</title>
                <cusip>778675116</cusip>
                <identifiers>
                    <isin value="US7786751161"/>
                </identifiers>
                <balance>2088</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>1774.8</valUSD>
                <pctVal>0.020665584255</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="WAR">
                        <counterparties>
                            <counterpartyName>ROTH CH ACQUISITION I CO</counterpartyName>
                            <counterpartyLei>N/A</counterpartyLei>
                        </counterparties>
                        <putOrCall>Call</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ROTH CH ACQUISITION I CO</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <cusip value="778675108"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>11.5</exercisePrice>
                        <exercisePriceCurCd>USD</exercisePriceCurCd>
                        <expDt>2025-01-28</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>-355.89</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>SCVX CORP</name>
                <lei>N/A</lei>
                <title>WARRANTS</title>
                <cusip>G79448117</cusip>
                <identifiers>
                    <isin value="KYG794481179"/>
                </identifiers>
                <balance>5298</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>6834.42</valUSD>
                <pctVal>0.07957926659</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="WAR">
                        <counterparties>
                            <counterpartyName>SCVX CORP</counterpartyName>
                            <counterpartyLei>N/A</counterpartyLei>
                        </counterparties>
                        <putOrCall>Call</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>SCVX CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
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    <cusip value="G79448208"/>
</identifiers>
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                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>11.5</exercisePrice>
                        <exercisePriceCurCd>USD</exercisePriceCurCd>
                        <expDt>2025-01-24</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>-70.54</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>CURIOSITYSTREAM INC</name>
                <lei>549300MSP5P41EYSIZ09</lei>
                <title>WARRANTS</title>
                <cusip>23130Q115</cusip>
                <identifiers>
                    <isin value="US23130Q1159"/>
                </identifiers>
                <balance>216</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>177.12</valUSD>
                <pctVal>0.002062366623</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="WAR">
                        <counterparties>
                            <counterpartyName>CURIOSITYSTREAM INC</counterpartyName>
                            <counterpartyLei>549300MSP5P41EYSIZ09</counterpartyLei>
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                        <putOrCall>Call</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CURIOSITYSTREAM INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
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    <cusip value="23130Q107"/>
</identifiers>
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                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>11.5</exercisePrice>
                        <exercisePriceCurCd>USD</exercisePriceCurCd>
                        <expDt>2026-10-01</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>-57.65</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>UNION ACQUISITION CORP II</name>
                <lei>N/A</lei>
                <title>WARRANTS</title>
                <cusip>G9402Q126</cusip>
                <identifiers>
                    <isin value="KYG9402Q1266"/>
                </identifiers>
                <balance>3543</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>1062.9</valUSD>
                <pctVal>0.012376295641</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="WAR">
                        <counterparties>
                            <counterpartyName>UNION ACQUISITION CORP II</counterpartyName>
                            <counterpartyLei>N/A</counterpartyLei>
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                        <putOrCall>Call</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>UNION ACQUISITION CORP II</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
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    <cusip value="G9402Q100"/>
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                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>11.5</exercisePrice>
                        <exercisePriceCurCd>USD</exercisePriceCurCd>
                        <expDt>2025-04-01</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>-102.3</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>LIFESCI ACQUISITION CORP</name>
                <lei>N/A</lei>
                <title>WARRANTS</title>
                <cusip>53228P117</cusip>
                <identifiers>
                    <isin value="US53228P1176"/>
                </identifiers>
                <balance>4299</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>3138.27</valUSD>
                <pctVal>0.036541685316</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="WAR">
                        <counterparties>
                            <counterpartyName>LIFESCI ACQUISITION CORP</counterpartyName>
                            <counterpartyLei>N/A</counterpartyLei>
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                        <putOrCall>Call</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>LIFESCI ACQUISITION CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <cusip value="53228P109"/>
</identifiers>
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                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>11.5</exercisePrice>
                        <exercisePriceCurCd>USD</exercisePriceCurCd>
                        <expDt>2025-02-14</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>99.43</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>LIV CAPITAL ACQUISITION CORP</name>
                <lei>N/A</lei>
                <title>WARRANTS</title>
                <cusip>G5510C116</cusip>
                <identifiers>
                    <isin value="KYG5510C1160"/>
                </identifiers>
                <balance>2822</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>1411</valUSD>
                <pctVal>0.016429535375</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>MX</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="WAR">
                        <counterparties>
                            <counterpartyName>LIV CAPITAL ACQUISITION CORP</counterpartyName>
                            <counterpartyLei>N/A</counterpartyLei>
                        </counterparties>
                        <putOrCall>Call</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>LIV CAPITAL ACQUISITION CORP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <cusip value="G5510C108"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>11.5</exercisePrice>
                        <exercisePriceCurCd>USD</exercisePriceCurCd>
                        <expDt>2025-01-10</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>555.85</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>LIVE OAK ACQUISITION CORP</name>
                <lei>N/A</lei>
                <title>WARRANTS</title>
                <cusip>53804F111</cusip>
                <identifiers>
                    <isin value="US53804F1113"/>
                </identifiers>
                <balance>1520</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>1307.2</valUSD>
                <pctVal>0.015220899109</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="WAR">
                        <counterparties>
                            <counterpartyName>LIVE OAK ACQUISITION CORP</counterpartyName>
                            <counterpartyLei>N/A</counterpartyLei>
                        </counterparties>
                        <putOrCall>Call</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>LIVE OAK ACQUISITION CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <cusip value="53804F103"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>11.5</exercisePrice>
                        <exercisePriceCurCd>USD</exercisePriceCurCd>
                        <expDt>2027-05-08</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>307.46</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>OSPREY TECHNOLOGY ACQUISITION CORP</name>
                <lei>N/A</lei>
                <title>WARRANTS</title>
                <cusip>68839R120</cusip>
                <identifiers>
                    <isin value="US68839R1207"/>
                </identifiers>
                <balance>435</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>478.5</valUSD>
                <pctVal>0.005571603598</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="WAR">
                        <counterparties>
                            <counterpartyName>OSPREY TECHNOLOGY ACQUISITION CORP</counterpartyName>
                            <counterpartyLei>N/A</counterpartyLei>
                        </counterparties>
                        <putOrCall>Call</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>OSPREY TECHNOLOGY ACQUISITION CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <cusip value="68839R104"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>11.5</exercisePrice>
                        <exercisePriceCurCd>USD</exercisePriceCurCd>
                        <expDt>2024-10-30</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>15.69</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>PROPTECH ACQUISITION CORP</name>
                <lei>N/A</lei>
                <title>WARRANTS</title>
                <cusip>74349F119</cusip>
                <identifiers>
                    <isin value="US74349F1194"/>
                </identifiers>
                <balance>948</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>1422</valUSD>
                <pctVal>0.016557618216</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="WAR">
                        <counterparties>
                            <counterpartyName>PROPTECH ACQUISITION CORP</counterpartyName>
                            <counterpartyLei>N/A</counterpartyLei>
                        </counterparties>
                        <putOrCall>Call</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>PROPTECH ACQUISITION CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <cusip value="74349F101"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>11.5</exercisePrice>
                        <exercisePriceCurCd>USD</exercisePriceCurCd>
                        <expDt>2026-10-01</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>-112.66</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>DFP HEALTHCARE ACQUISITIONS CORP</name>
                <lei>N/A</lei>
                <title>WARRANTS</title>
                <cusip>23343Q118</cusip>
                <identifiers>
                    <isin value="US23343Q1186"/>
                </identifiers>
                <balance>716</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>916.48</valUSD>
                <pctVal>0.010671396584</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="WAR">
                        <counterparties>
                            <counterpartyName>DFP HEALTHCARE ACQUISITIONS CORP</counterpartyName>
                            <counterpartyLei>N/A</counterpartyLei>
                        </counterparties>
                        <putOrCall>Call</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>DFP HEALTHCARE ACQUISITIONS CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <cusip value="23343Q100"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>11.5</exercisePrice>
                        <exercisePriceCurCd>USD</exercisePriceCurCd>
                        <expDt>2022-04-01</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>-184.15</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>EAST STONE ACQUISITION CORP</name>
                <lei>N/A</lei>
                <title>WARRANTS</title>
                <cusip>G2911D116</cusip>
                <identifiers>
                    <isin value="VGG2911D1160"/>
                </identifiers>
                <balance>6345</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>1078.65</valUSD>
                <pctVal>0.012559686982</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="WAR">
                        <counterparties>
                            <counterpartyName>EAST STONE ACQUISITION CORP</counterpartyName>
                            <counterpartyLei>N/A</counterpartyLei>
                        </counterparties>
                        <putOrCall>Call</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>EAST STONE ACQUISITION CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <cusip value="G2911D108"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>11.5</exercisePrice>
                        <exercisePriceCurCd>USD</exercisePriceCurCd>
                        <expDt>2026-12-31</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>62.63</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>FINSERV ACQUISITION CORP</name>
                <lei>N/A</lei>
                <title>WARRANTS</title>
                <cusip>318085115</cusip>
                <identifiers>
                    <isin value="US3180851152"/>
                </identifiers>
                <balance>415</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>336.57</valUSD>
                <pctVal>0.003918985628</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="WAR">
                        <counterparties>
                            <counterpartyName>FINSERV ACQUISITION CORP</counterpartyName>
                            <counterpartyLei>N/A</counterpartyLei>
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                        <putOrCall>Call</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>FINSERV ACQUISITION CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <cusip value="318085107"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>11.5</exercisePrice>
                        <exercisePriceCurCd>USD</exercisePriceCurCd>
                        <expDt>2026-12-31</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>-134.22</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>GALILEO ACQUISITION CORP</name>
                <lei>N/A</lei>
                <title>WARRANTS</title>
                <cusip>G3770A110</cusip>
                <identifiers>
                    <isin value="KYG3770A1105"/>
                </identifiers>
                <balance>888</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>381.84</valUSD>
                <pctVal>0.00444610474</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="WAR">
                        <counterparties>
                            <counterpartyName>GALILEO ACQUISITION CORP</counterpartyName>
                            <counterpartyLei>N/A</counterpartyLei>
                        </counterparties>
                        <putOrCall>Call</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>GALILEO ACQUISITION CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <cusip value="G3770A102"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>11.5</exercisePrice>
                        <exercisePriceCurCd>USD</exercisePriceCurCd>
                        <expDt>2026-10-31</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>-77.44</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>GORES HOLDINGS IV INC</name>
                <lei>N/A</lei>
                <title>WARRANTS</title>
                <cusip>382865111</cusip>
                <identifiers>
                    <isin value="US3828651113"/>
                </identifiers>
                <balance>326</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>678.08</valUSD>
                <pctVal>0.007895492096</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="WAR">
                        <counterparties>
                            <counterpartyName>GORES HOLDINGS IV INC</counterpartyName>
                            <counterpartyLei>N/A</counterpartyLei>
                        </counterparties>
                        <putOrCall>Call</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>GORES HOLDINGS IV INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <cusip value="382865103"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>11.5</exercisePrice>
                        <exercisePriceCurCd>USD</exercisePriceCurCd>
                        <expDt>2025-01-24</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>192.98</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>GREENROSE ACQUISITION CORP</name>
                <lei>549300OTUBFG3Z6Q6N80</lei>
                <title>WARRANTS</title>
                <cusip>395392111</cusip>
                <identifiers>
                    <isin value="US3953921117"/>
                </identifiers>
                <balance>7240</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>1448</valUSD>
                <pctVal>0.016860359478</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="WAR">
                        <counterparties>
                            <counterpartyName>GREENROSE ACQUISITION CORP</counterpartyName>
                            <counterpartyLei>549300OTUBFG3Z6Q6N80</counterpartyLei>
                        </counterparties>
                        <putOrCall>Call</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>GREENROSE ACQUISITION CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <cusip value="395392103"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>11.5</exercisePrice>
                        <exercisePriceCurCd>USD</exercisePriceCurCd>
                        <expDt>2024-05-11</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>-387.85</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>GX ACQUISITION CORP</name>
                <lei>N/A</lei>
                <title>WARRANTS</title>
                <cusip>36251A115</cusip>
                <identifiers>
                    <isin value="US36251A1152"/>
                </identifiers>
                <balance>624</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>1060.8</valUSD>
                <pctVal>0.012351843463</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="WAR">
                        <counterparties>
                            <counterpartyName>GX ACQUISITION CORP</counterpartyName>
                            <counterpartyLei>N/A</counterpartyLei>
                        </counterparties>
                        <putOrCall>Call</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>GX ACQUISITION CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <cusip value="36251A107"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>11.5</exercisePrice>
                        <exercisePriceCurCd>USD</exercisePriceCurCd>
                        <expDt>2026-05-24</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>216.21</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>INTERPRIVATE ACQUISITION CORP</name>
                <lei>N/A</lei>
                <title>WARRANTS</title>
                <cusip>46064A111</cusip>
                <identifiers>
                    <isin value="US46064A1117"/>
                </identifiers>
                <balance>1459</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>729.5</valUSD>
                <pctVal>0.00849422116</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="WAR">
                        <counterparties>
                            <counterpartyName>INTERPRIVATE ACQUISITION CORP</counterpartyName>
                            <counterpartyLei>N/A</counterpartyLei>
                        </counterparties>
                        <putOrCall>Call</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>INTERPRIVATE ACQUISITION CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <cusip value="46064A103"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>11.5</exercisePrice>
                        <exercisePriceCurCd>USD</exercisePriceCurCd>
                        <expDt>2024-10-29</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>-169.68</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>JUNIPER INDUSTRIAL HOLDINGS INC</name>
                <lei>N/A</lei>
                <title>WARRANTS</title>
                <cusip>48205G114</cusip>
                <identifiers>
                    <isin value="US48205G1141"/>
                </identifiers>
                <balance>420</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>399</valUSD>
                <pctVal>0.004645913972</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="WAR">
                        <counterparties>
                            <counterpartyName>JUNIPER INDUSTRIAL HOLDINGS INC</counterpartyName>
                            <counterpartyLei>N/A</counterpartyLei>
                        </counterparties>
                        <putOrCall>Call</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>JUNIPER INDUSTRIAL HOLDINGS INC</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <cusip value="48205G106"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>11.5</exercisePrice>
                        <exercisePriceCurCd>USD</exercisePriceCurCd>
                        <expDt>2026-11-13</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>7.72</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>CITIC CAPITAL ACQUISITION CORP</name>
                <lei>N/A</lei>
                <title>WARRANTS</title>
                <cusip>G21513117</cusip>
                <identifiers>
                    <isin value="KYG215131171"/>
                </identifiers>
                <balance>113</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>90.4</valUSD>
                <pctVal>0.001052608078</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>CN</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="WAR">
                        <counterparties>
                            <counterpartyName>CITIC CAPITAL ACQUISITION CORP</counterpartyName>
                            <counterpartyLei>N/A</counterpartyLei>
                        </counterparties>
                        <putOrCall>Call</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CITIC CAPITAL ACQUISITION CORP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <cusip value="G21513109"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>11.5</exercisePrice>
                        <exercisePriceCurCd>USD</exercisePriceCurCd>
                        <expDt>2027-01-17</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>13.37</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>ALUSSA ENERGY ACQUISITION CORP</name>
                <lei>N/A</lei>
                <title>WARRANTS</title>
                <cusip>G0232J119</cusip>
                <identifiers>
                    <isin value="KYG0232J1195"/>
                </identifiers>
                <balance>428</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>260.22</valUSD>
                <pctVal>0.00302997427</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>KY</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="WAR">
                        <counterparties>
                            <counterpartyName>ALUSSA ENERGY ACQUISITION CORP</counterpartyName>
                            <counterpartyLei>N/A</counterpartyLei>
                        </counterparties>
                        <putOrCall>Call</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>ALUSSA ENERGY ACQUISITION CORP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <cusip value="G0232J101"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>11.5</exercisePrice>
                        <exercisePriceCurCd>USD</exercisePriceCurCd>
                        <expDt>2026-10-31</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>-6.29</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>CIIG MERGER CORP</name>
                <lei>N/A</lei>
                <title>WARRANTS</title>
                <cusip>12559C111</cusip>
                <identifiers>
                    <isin value="US12559C1119"/>
                </identifiers>
                <balance>2264</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>1856.48</valUSD>
                <pctVal>0.021616657571</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="WAR">
                        <counterparties>
                            <counterpartyName>CIIG MERGER CORP</counterpartyName>
                            <counterpartyLei>N/A</counterpartyLei>
                        </counterparties>
                        <putOrCall>Call</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>CIIG MERGER CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <cusip value="12559C103"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>11.5</exercisePrice>
                        <exercisePriceCurCd>USD</exercisePriceCurCd>
                        <expDt>2026-12-31</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>-358.24</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>LGL SYSTEMS ACQUISITION CORP</name>
                <lei>N/A</lei>
                <title>WARRANTS</title>
                <cusip>50201G114</cusip>
                <identifiers>
                    <isin value="US50201G1141"/>
                </identifiers>
                <balance>2568</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>2532.05</valUSD>
                <pctVal>0.029482923491</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="WAR">
                        <counterparties>
                            <counterpartyName>LGL SYSTEMS ACQUISITION CORP</counterpartyName>
                            <counterpartyLei>N/A</counterpartyLei>
                        </counterparties>
                        <putOrCall>Call</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>LGL SYSTEMS ACQUISITION CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <cusip value="50201G106"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>11.5</exercisePrice>
                        <exercisePriceCurCd>USD</exercisePriceCurCd>
                        <expDt>2026-11-12</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>174.17</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>BRILLIANT ACQUISITION CORP</name>
                <lei>N/A</lei>
                <title>WARRANTS</title>
                <cusip>G1643W129</cusip>
                <identifiers>
                    <isin value="VGG1643W1297"/>
                </identifiers>
                <balance>2626</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>446.42</valUSD>
                <pctVal>0.005198067457</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>CN</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="WAR">
                        <counterparties>
                            <counterpartyName>BRILLIANT ACQUISITION CORP</counterpartyName>
                            <counterpartyLei>N/A</counterpartyLei>
                        </counterparties>
                        <putOrCall>Call</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>BRILLIANT ACQUISITION CORP</issuerName>
<issueTitle>ORDINARY SHARES</issueTitle>
<identifiers>
    <cusip value="G1643W111"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>11.5</exercisePrice>
                        <exercisePriceCurCd>USD</exercisePriceCurCd>
                        <expDt>2025-12-31</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>77.41</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>REPLAY ACQUISITION CORP</name>
                <lei>N/A</lei>
                <title>WARRANTS</title>
                <cusip>G75130115</cusip>
                <identifiers>
                    <isin value="KYG751301154"/>
                </identifiers>
                <balance>1263</balance>
                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>1199.85</valUSD>
                <pctVal>0.013970927016</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>1</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="WAR">
                        <counterparties>
                            <counterpartyName>REPLAY ACQUISITION CORP</counterpartyName>
                            <counterpartyLei>N/A</counterpartyLei>
                        </counterparties>
                        <putOrCall>Call</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>REPLAY ACQUISITION CORP</issuerName>
<issueTitle>COMMON STOCK</issueTitle>
<identifiers>
    <cusip value="G75130107"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>11.5</exercisePrice>
                        <exercisePriceCurCd>USD</exercisePriceCurCd>
                        <expDt>2024-04-08</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>103.64</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
        </invstOrSecs>
        <signature>
            <ncom:dateSigned>2020-10-30</ncom:dateSigned>
            <ncom:nameOfApplicant>Putnam Investments Inc</ncom:nameOfApplicant>
            <ncom:signature>Janet C. Smith</ncom:signature>
            <ncom:signerName>NPORT</ncom:signerName>
            <ncom:title>Principal Financial Officer</ncom:title>
        </signature>
    </formData>
    <documents>XXXX</documents>
</edgarSubmission>
